Without particularly trying, we find ourselves becoming experienced at couple-single dating. We have enjoyed two longish-term triad relationships ( 6 months - 2 years), one shortish-term one (8 weeks), and one that's in between at the moment. Also, we've had several dates with single women that didn't evolve into physically intimate relationships.
Triad dating is dating. It's really very simple--dating as a potential triad is just like dating as a potential couple, only with more people. Anything you'd do at a particular point in the development of a couple relationship is probably okay at that point in a triad relationship. (And any thing you wouldn't do probably isn't okay.) All the other suggestions are really just common sense for dating in general.
Start out informally. Unless you're responding to a personal ad or have been "fixed up," the date doesn't have to MEAN something. Just have fun. Particularly if you're a couple dating a woman whose sexual interests you don't know, keep it low-key. If there are sparks, you'll feel them.
Do something you have a common interest in. This is from what Gracie likes to call "The Department of Duh" but it's worth mentioning. The odds are low that your date will kindle a romantic spark that will ignite a great passion. So you all might as well have a good time while you're at it. In addition, you'll have something in common to talk about.
Make sure there's a chance to talk. Don't just sit through a movie or concert next to one another. We like to have dinner together with our dates before an "event", because it gives us lots of time to talk. (We also like a good meal, whether we make it ourselves or eat it in a restaurant.)
Take your time. Become friends first. The only negative experience we've had was with a woman we didn't know well. We ended up naked with her on our second date. It turned out she had very specific expectations about who was going to do what to whom, and was upset that reality didn't follow the script in her head. In retrospect, we knew far too little about what she hoped for in a three-way relationship, and so we disappointed one another.
Avoid self-consciousness (unless it's fun). Some single women are very self-conscious being in public with a couple. So make sure your behavior shows up as three-peers rather than a-couple-and-a-single.
Be attractive. We find there's nothing wrong with blatantly putting your best foot forward. When we date someone, we want them to know we are interested in them and are putting effort into attracting them. Wear attractive, sensual clothing. Pay attention to your grooming. Have an attractive place to bring them if you want to stay together after the "activity." (We are fortunate to have a large, warm, sensual bedroom with two love seats and a fireplace.) (E., our good friend and former lover, insists we should also mention the Jacuzzi tub big enough for three with a bay window overlooking greenery.)