Ok, I can't find the damn post I wanted, but AD said it best, I will be forced to paraphrase rather than directly quote.
Women are experts in communication, hell that is all they do, talk talk talk, they do that all the time. Men, are experts in action, men take action that is what they do best and that is what women like in men. The whole idea of the date is that she wants to spend time with YOU, not a free dinner or free movie or free whatever. Moreover, you want to take her out of her comfort zone, which in this case is talking. Finally, a woman with high level of interests will be willing to do what you decide to do (let's not get carried away with semantics here, I am sure you can understand what I mean) even if she isn't really into it. In fact, you will KNOW that she is into you if she does something on a date that she isn't that excited about because the whole idea is she wants to be with you, she wants to spend time with you EVEN if they are things she isn't fond of (of course, don't drag her into things she utterly hates).
The philosophy of the action date is that you take her out of her comfort zone, ACTION. You can talk later, on the next date, it adds mystery anyways, focus on having fun rather than "Getting to know each other", that will come with time and trust me, if she is having fun, you will DEFINATELY get to know each other, one is the causation for the other but it isn't always the other way around, so start with FUN. Rollerskating is FUN, coffee date is mundane, it is mediocre, it is ordinary. It's not wrong or bad, but it is definately not as good, nevermind better, than a coffee date.
Positive things to take out of action dates:
Talk less, therefore you are less prone to say stupid/wrong things that will turn her off. A deeper level is that by talking less you are forcing her to do something that is out of her comfort zone without her feeling threatened. You have the upper hand because you are taking action, which is what women likes anyways. Talking less elevates the mystery surrounding you, mystery is always your friend.
More action, more action results in more possibility of physical contact, Grab her hand, get her to chase you, run/skate by her and tickle her and run/skate away, ect.
Finally, by getting her to do an action date and putting her outside her comfort zone, you will know how interested she is because she is willing to put herself in a more vulnerable position to spend time, to be with you. The magic and irony of this is that in turn, it has very high chances of raising her interest level. What will prove a high level of interest will often in turn raise interest, that's the beauty of it.
I will add something that my friend said, taking a girl out for coffee isn't great because friends go out for coffee, it doesn't really reveal your romatic intent and demonstrates rather ordinary interest.