Summarize:

Have all the ingredients ready in advance, so you don't waste time at the grocery store Think of things that are easily manageable, and don't  require a lot of setup at the picnic grounds. You may all like fondue, but trying to get a fire going at the park may not be such a great idea. There are wonderful ones to be found at craft stores, gift stores (especially those that sell wine packages), even some specialty grocery stores carry them. Showing up with a nice bottle of wine and food wrapped in plastic bags from the grocery store is just not romantic! If your picnic is at the beach, make sure your blanket is big enough to keep the sand at bay, and that any chairs or cushions are sand- and water-proof. If you're going to a park, you might have a nice soft blanket, but also consider adding a waterproof tarp underneath. The grass may have been watered or damp. Cushions are nice to relax on if you have them. Some people like low chairs for comfort. Flowers, candles, even a pair of battery-powered speakers with nice music on your iPod can all set a wonderfully romantic mood. No boom-boxes, please. The idea is to keep it intimate, not start a block party. " As poet Robert Burns said so famously back in 1785, "The best-laid schemes o' mice an' men gang aft agley," and it is just as true now as it was then. Plan ahead, and you'll not be scurrying for shelter.  Just in case it gets cool, have a couple sweaters nearby. Just in case it rains, have an umbrella. Just in case the weather gets bad before you get there, have a backup plan. This is romance we're talking about here—showing up in cutoffs and a t-shirt may be great for an impromptu day at the beach, but if you're putting effort into building a special afternoon or evening, make it something to remember.
Plan your meal in advance. Prepare foods that you all like. Get a basket. Furnish based on the setting  Bring the romance. Think about "just in case. Dress nicely.