First off, I'm sorry she didn't show. It happens. Usually there's a good reason. Sometimes the reason is just that the girl is an inconsiderate flake. *shrugs* Don't let it get to you.
Now... advice for the future from a woman.
All the boys who said "Be yourself" were dead on right. We don't want to meet your representative. We want to meet YOU. Fronting is a one-way ticket to looking for another girl to date.
Sex? Yeah it's possible, but to be frank, you really won't like a girl who puts out the first night. It's a sure sign that they're NOT serious about you. Don't even bring it up if she doesn't. Women are constantly under the pressure over sex and adding more isn't going to get you very far.
Be cheerful, but don't go overboard. We aren't too attracted to depressed guys, but we aren't looking for a gameshow host either. Sob stories and tales of past rejections and failed relationships are a huge turnoff so avoid them at all costs.
Don't get your date drunk. Period. It's just asking for trouble.
Dress however it is that you are comfortable dressing, but be SURE that whatever you're wearing isn't sloppy, wrinkled or dirty and that your hair is clean and well-brushed. And for the love of God, make sure you've brushed your teeth! Women REALLY DO judge you on how you present yourself. If you're well-groomed, you'll make points, garunteed. Doesn't matter if you're a long-hair in jeans and a tee or a pointy-hair exec in business casual, if it's clean, smells good and put on with care and confidence, we know you cared enough to look good for us and we really appreciate it.
Be confident but not cocky. Women love men who like themselves... or seem to. We don't tend to like men who are full of themselves.
There's the basics. Now for the REALLY good stuff...
The general first-date chit-chat. It's unavoidable. It's essential.
-Ask leading questions and listen to her answers. What she says will give you fodder for conversation if you're listening.
-Find out what she likes and talk about it. If you don't know anything about it, ask. Expressing interest in what women like gives you 'datability points' with us.
-Do NOT talk about the fact you haven't had a date in two years. Just DON'T! Say it even once and you can write her off.
-Don't talk about work much. Most of the time, we really don't care.
-If you ask about her, she will usually reciprocate.
-Don't get caught in the "all about me" trap. No matter how interesting you may be, or how interesting you think you are, there's a definite limit to how much she wants to know the first few dates.
Personal space considerations. Be aware of these or you are doomed to failure!
-Unless she touches you, try not to touch her much. A lot of us have serious issues with being touched by people we don't know.
-Make frequent eye contact, but don't stare. If you don't look at her face, she's going to think you don't like her but if you stare, she's going to start getting 'date rapist' flags going.
-Try not to stand too close until she relaxes and moves closer herself.
Body language! This one really gets overlooked by a lot of people but it's a real killer.
-Don't fake a smile. Just don't. It will backfire.
-Try not to mope. Not even goths are actually attracted to mopey boys.
-Stand or sit straight and keep your hands out of your pockets. It gives the impression of confidence. No matter what your body type, this really improves how she percieves you. And let's face it, when a person slumps, they just don't look like they're feeling good about what they're doing. Standing with your hands in your pockets naturally forces your body to slump.
-Keep your posture OPEN. If you cross your arms or legs too much it sends a nonverbal signal that you aren't interested or don't like someone.
There you go. If you use some of this regularly when you're out being social, you might actually get another date and be able to REALLY whip it out to gain the continued interest of the girl who's caught your eye.
A few side notes...
Don't be too harsh on how you look. Women have very diverse tastes in men's appearances. Not all of us want a GQ model. Some of us think GQ models are the Ugleh.
You might want to work on your self esteem some... You can't be half as bad as you seem to think you are. How you feel about yourself is really crucial to how other people, male AND female are going to think about you. Which drastically effects how they will treat you.
Never forget this one basic fact of life: Girls suck. That's right. I'm a girl and I can say, without any reservations whatsoever that we all suck.

Especially me. And no matter how much we girls suck, men suck just as much. Get used to it. Don't let it bother you.