This isn't espescially related to venues, just a slightly different perspective. Whether it's Hot Chocolate, Café Absinthe, or whatever, really doesn't matter all that much. For a first date, it's all about the interpersonal chemistry, not the location.
Sure, the place you choose says something about you, but assuming you're not doing a first date at McDonald's, almost any nice place should do. It really shouldn't be about the place, it should be about the interaction. The place is just the background.
So, do Hot Chocolate, maybe a music place afterwards (I'm a fan of Davenport's in the 1300 block of Milwaukee - not a long walk, but not exactly hipster stuff) and just get to know each other.
It's all about the interpersonal connection. Don't sweat the other stuff.
(BYW, I'd be interested to hear from the ladies here if they have different opinions.)