It really depends on the circumstances. My preference has been play, have take out and play. Take out does not have to be complicated. Even some fried chicken from KFC or Church's will do. Or get some sushi ahead of time, put it in the fridge and feed each other when time comes. This would be the case because we have time and we are in no rush. I prefer not to cook in these cases, as I don't want play to be interrupted because there is something time sensitive in the oven/stove top. Likewise, no dishes afterwards. But, one thing to have is dessert (even if you are not a dessert person). Some petit four, ice cream, cheesecake and so on.
Now, if we were to go out for dinner, it has usually been dinner then play, especially in places where you need reservations. If it was play then going out for dinner, I won't like being under the time constrain of getting to the restaurant on time for the reservation. That said, once we are in the restaurant, depending on how the tables/booth are set up, how visible (or invisible) things are and so on, there would be a lot of teasing and foreplay during the meal. As for the food itself, I usually avoid heavy meals, so, no steaks or burgers. Instead, several shareable dishes and feed each other as part of the experience.
The one thing that hasn't worked for me is a cook at home date, that is, make cooking part of the date itself. This is mainly due to the space of my kitchen: I don't want to be conscious of where my partner is when I am near a hot pot with boiling liquid or a hot pan. It is either one of us cooking but not both. But that brings back then a lot of other details that makes it a chore (i.e., cleaning, dishes and so on), so I avoid it completely nowadays.