The Poconos in northern Pennsylvania is relatively cheap compared to other mountain destinations in other parts of the country and on the East Coast.
It is not difficult to find a room for about $50 per night in the Poconos. If you get a group of people together who are looking for a romantic getaway, you may even be able to find a whole house at around that rate per couple. Activities include skiing, hiking, wineries, boating, and restaurants. Some resorts offer all-inclusive packages with a romantic theme (suites, Jacuzzis, special plush beds, entertainment) at a great rate. This is an ideal cheap East Coast destination for an outdoorsy, active couple.
Connecticut Bed and Breakfast
There are a cluster of romantic bed and breakfasts and inns along the southern Connecticut shore that won't break the bank--especially when you compare them to the steep hotel prices in nearby New York City.
Here you can enjoy the atmosphere of small towns, cottages, quiet restaurants on historic streets, and the soft sounds of breaking of waves against the shore along the Long Island Sound. Also, since the Connecticut shore is right across the water from Long Island, you can take a dreamy ferry ride across the Sound with your loved one.
There are two high-profile casinos now located in Pennsylvania, not far from Philadelphia, that would make for a fun yet romantic destination for a couple.
The first is Parx Casino in Bensalem, and the other is Harrah's in Chester. They are fairly new and rival the attractions of the casinos in Atlantic City. In addition to legal gambling, there are musical performances, dance clubs, and dining that you and your romantic interest can enjoy. You can also take a day trip to the historic city of Philadelphia, which is only 10-15 minutes from either casino. There are inexpensive hotel accommodations around Chester and Bensalem. Philadelphia also offers special promotions to encourage you to "getaway" for a night or two and "sleep over" with your loved one.