Yes, and I've been with the girl for the last 5 months.
I wouldn't really like to go out with a girl who "made me wait", because the implication is that she is "giving me sex", rather than doing it because she enjoys it and wants me.
Of course, I'm not saying you can't get to know someone first, but ideally it should be a more mutual thing rather than a boy pestering girl thing.
Anyway, sex on the first date worked just fine for me, although I wasn't looking for a relationship - she chased it up very well.