I would think it depends on your correspondence before hand. If the two had been talking for several weeks/months and felt comfortable with each other upon meeting...straight to bed sounds like a decent idea. However, if they hadn't been talking that much then I would say dinner, drinks, see what happens. Personally, I'm in no rush. Sex is fun, and quite enjoyable but not necessary. I tend to enjoy just being with the person; with or without sex.

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"BOY: On a hot summer night, would you offer your throat to the wolf with the red roses? GIRL: Will he offer me his mouth? BOY: Yes. GIRL: Will he offer me his teeth? BOY: Yes. GIRL: Will he offer me his jaws? BOY: Yes. GIRL: Will he offer me his hunger? BOY: Yes. GIRL: Again, will he offer me his hunger? BOY: Yes! GIRL: Yes. BOY: On a hot summer night, would you offer your throat to the wolf with the red roses? GIRL: Yes. BOY: I bet you say that to all the boys!" -Meatloaf