After a while, I feel kind of weird letting him pay all the time. I belong to a private club--if it's getting serious, I don't mind taking a date there so he can see what he's getting into with me.

Everything is automatically charged to my account so I can say, "Oh, it's on me...seriously. It's already paid for. Let's go."
Also, if he's visibly intimidated or makes weird assumptions about me based on my membership, then he's probably not going to fit in well with the rest of my world.
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Do people get offended when they look at personal ads that indicate that the writer has a racial preference? I mean, the heart wants what it wants. It doesn't have to say, "I only date white women who look like Blake Lively," just that he'd prefer a white woman. Does anyone really care about this?