Kiss: yes. Grab: no.

Dan Moore disagrees with Will Baude (as usual) about end-of-date shyness and agrees with me (always wise) that an end of date kiss is the best way to convey interest, especially given the tendency of participants to obsessively analyze a first date. But his suggestion to cup a hand over one cheek and kiss the other is all wrong. If there's anything worse than being kissed by someone you're not into, it's being physically restrained and then kissed by someone you're not into. Limiting the lady's ability to dodge the kiss may suggest romance, but it's more easily interpreted by fence sitters as creepy control-freak behavior. The end of a first date is probably not the time for manhandling, even of the subtle sort.

UPDATE: Pejman Yousefzadeh finds an excellent compromise solution: a kiss on the hand. That's unambiguously romantic enough to get the message across, and it has a certain roleplaying aspect that allows those who might feel shy to step outside themselves and act the gallant.

UPDATE II: Will Baude disapproves of the Yousefzadeh solution, apparently because kissing a lady's hand is either a non-romantic European fake-out or a circumspect (dishonest?) half-measure. I agree that if your interest is in the lady's lips, and you are willing, given contemporaneously available information, to risk moving in close, a conventional kiss is best.
I would recommend the kiss on the hand to my classmates and commenters who find other types of kissing offensive to some externally or internally imposed norm of respect or decency. (I say fie on those kiss-negative norms, but I recognize the efforts of one blogger can only do so much to chip away at such things.)