What to do? What to Do?

I am experiencing a difficult problem here and it centers around Valentine's Day. Now I normally don't do anything (because what single person does?) but this year I have a boyfriend...but neither of us have done the whole "Valentine's Day with someone" kind of deal before. We both are pretty clueless as to what to do. A friend of mine suggested we go to Vegas and spend the evening there. I mean prices aside, that would be kinda cool, but at the same time there are some rather cheesy implications in that. Not saying the evening wouldn't be fun, but at the same time is spending the night in Vegas something we would enjoy doing?
The other option in this little equation is doing something at home....no matter which house we choose there will be parental units (and in my case younger siblings) so we can't really say we would have quality privacy time. We most likely would watch a movie alone anyways but still, it isn't exactly ideal when family can just walk in or through or even join in on the film.
We don't have very many places we can go to be alone together. It  is still pretty chilly at night to do anything outside, so that is ruled out. We would go do a dinner/movie thing, but with me having school on Monday we can't really do that unless we saw a movie in Vegas or something, meaning he would have to drive down there to see it. And with that my thinking goes "Well if he drives down there and we see a movie and than maybe eat after it will be pretty late and we would both be tired so we might as well get a room." But than I also know that I can drive pretty well at night and I do drive well when I am tired. Its kind of sad making this is. I mean sure we can go to his house and watch a movie in his room (and that will probably be what happens), but I was kind of hoping we could manage something we don't (or won't be) doing on a regular basis.

I am at a loss for what to do.