Make yourself presentable. If you have a date planned, don't show up looking like a slob. Start by making yourself acceptable in appearance, which will show her you are putting in effort. Wear clean clothes, with no rips or stains, have a nice clean shave and maybe throw on some cologne. Try dressing up in a nice dress shirt and slacks or a tuxedo if it calls for it.
Be respectful in what you say. Don't make lewd or sexually suggestive comments, avoid talking about anything too graphically violent as well. Also, don't make any inappropriate comments about her appearance, or your surroundings and don't make rude comments to people around you as you don't want to embarrass your lady.
Compliment her. This is key to treating your lady well. When you see her, make a comment about how great she looks in what she is wearing or how pretty a feature of hers is. In discussion, you can compliment her intellect or sense of humor. Compliments will make her feel like you notice her and all the little things about her.
Do your gentlemanly duties by making small efforts to help her. This can mean opening a restaurant or car door for her, pulling her chair out at the table, holding her hand when you walk, putting your arm around her, if she is comfortable with that, or giving her your coat if it's chilly. These are just little things you can do to show her you care about her comfort.
Bring her a little gift or token to show your affection. This can mean flowers at the beginning of the date, or a beautiful piece of jewelry for a special occasion, like her birthday or an anniversary. You can even cook her surprise breakfast or send her chocolates.
Treat her. While it's perfectly acceptable that you can split the check, or that sometimes your lady can pay, treating her to a night out can make her feel like a lady. Buying her a nice dinner, or tickets to a concert, can offer her a relaxing and fun evening without her having to put in any effort, which can be a gentlemanly gesture, to show her that you want to be in her company.
Listen to what she says. This is one surefire way to make her feel like a lady and that what she says matters to you. Don't let your eyes wander, instead focus them on hers and listen intently, giving feedback in the conversation to let her know you're engaged in the chat.