I kiss on the first date most of the time, but sometimes I don't.
Saying you should ALWAYS kiss on the first date is a retarded rule in my opinion. When it comes to people, one rule does not fit all, and unless you don't mind striking out because of your own stupidity, the best thing to do is flexible.
Likewise, just because a girl doesn't want to kiss you on the first date doesn't mean she's a prude, or that she's not into you. It can mean that you're rushing it and are making her uncomfortable. Key word here is comfort. Once you make a girl comfortable, there's little that she wont do for you, but getting her to that state of mind can take time depending on the girl. Sometimes you need to relax, and be more patient.
Just like you have foreplay before sex, there is foreplay before the first kiss. You start a little kino, slowly escalate it, make her comfortable in your presence, and then kiss her. If you play your cards right and start little kino at the beginning, and slowly escalate it, she should be comfortable by the end of the date. If you jump straight to the kiss when she's not at that comfort level with you yet, she will feel awkward, and unprepared. And you will totally ruin the moment and make her feel uneasy around you.
Sometimes, even when the girl feels awkward and you've totally rushed it, she'll kiss you back, just so she doesn't make a big scene out of it. Once the date is over tho, all she'll remember was how awkward and uncomfortable it felt, and will prolly not agree to see you again. So if you have made out on the first date, thought it went well, and then are surprised when the girl flakes on you for the second date, this is probably why.
Other times, she may just refuse the kiss outright.
It all depends on the girl.
The important thing is comfort. If she is comfortable around you, and clearly shows signs of interest, then by all means feel free to kiss her, she's ready. But if she doesn't seem 100% into you, and you can tell she prolly wont see your kiss coming, then relax, take it slow, get her comfortable, put her in the mood, and then go for it.