Millie has a special date, which requires the Gimp Suit (obtained after "A Key to Her Heart").
If you wear this when you go to pick her up, Millie will forget about the date and invite CJ in for some "coffee." When the relationship is around 40%, Millie will normally start asking CJ in for some coffee; if you wear the Gimp Suit, Millie will invite CJ in no matter where the relationship is at currently.
To trigger these missions, go to the green $ icon at the Four Dragons casino.
Talk to Woozie to hatch a plan to steal from Caligula's in an attempt to squeeze some money from the mob. Once you secure the camera, follow the yellow marker on the mini-map to get to the planning department. Once inside, move to the receptionist and answer positively (RIGHT) when asked if she can help.
As for the Dancing Date, there is a club east of The Camel's Toe (it's the only club in Las Venturas).
For the Driving Date, she likes an average speed and likes the area around her house; her range of approval for speed is pretty good, so there shouldn't be too much trouble there.
To court Millie (she's a strange girl), you'll always want to show up at her house at wearing the gimp suit. Head to the airport, as you'll need a plane (parachuting is necessary for this mission).
Kill him before he arrives and pick up what he's holding. It will tell you that the mission is complete, and you will read that the gimp suit has been delivered to your wardrobe. You'll need to wine n' dine Millie in order to wheedle the keycard out of her. If you don't show up in the suit (which is an automatic score) take her places she wants to go, and pay attention to her needs. One of the things necessary is to rig the dam to blow to cut power when the heist occurs.
The plans are in the back room, but you can't get to them unless you distract the security guard. The car will likely stop often, so keep away from it when it does. The car will weave through the city a bit and head to a Sex Shop. Step inside the red marker and you'll see a cut scene of her slipping into something more... She'll also take a cell phone call from her master, and tells him she'll be waiting at her house. Go into the dressing room nearby and get into the Gimp Suit. Go to her house when she's not around (step on the red marker) to find the keycard.
Go back down the stairs until you reach the same level as the yellow blip. When you reach the lobby, spray down the remaining cops and guards and exit the building. Once you're in it, run outside and get back in your ride. The croupier will take the same sort of lazy route through the city, but eventually she'll reach her neighborhood. She goes inside, but you have to wait for the master. You can also take her on a date, kill her, and collect the card at her house later.
She walked past me, thinking I was going to turn around and give her a kiss, take her out to dinner somewhere, maybe some dancing.... After "Key to her Heart" is completed, the Gimp Suit becomes available from CJ's wardrobe.
In San Andreas, they accept the possibility of "shit getting fucked up" and give you an out.