oooooooo. I agree that the theater thing is very romantic. My husband got us tickets to see Les Mis for Christmas, we had a very romantic outing with dinner and all, my favorite restaurant, of course. :)
I agree, jewelry is a good thing. I like offbeat, romantic pieces and Red Envelope.com has a lot of them. Also, I collect some different things and my husband keeps up on which items I'm eyeing and they have a way of showing up at holidays/birthdays.
We had a small wedding, and our wedding dinner at Cinderella's castle in Disney World. For our first anniversary, he came up with the coolest present. He drove 2 hours to a Disney Gallery store far away and got me a crystal sculpture of cinderella and the prince dancing.
Is it any wonder I'm mad about this man???
But I digress. All I can say is think about things she likes, then imagine the most romantic application. If she likes poetry, buy her a book by her favorite poet and read from it to her. Music is always good. Roses (unless she's allergic) are never a bad thing.
All in all IMHO a back rub, a love letter written in your own handwriting, and some dancing in the livingroom go a long way.
Good luck. She's a lucky woman that you are trying so hard to romance her. She must be a wonderful wife :)
essie