Honestly, I can't give you proper advice. I usually make up some lame excuse such as I have something I need to do
but because I am not interested in this person, I don't really feel that bad about it, I just feel awkward. I just can't make myself sit through a date if it's honestly not going well.
A guy (friend from uni - this was years ago) took me to Winter Wonderland for a date and it was going so badly (he did not talk, at all, I was so exhausted of his silence and bored of hearing my own voice trying to start up a conversation, he did not want to do anything, just walk around in silence), I excused myself by saying I had to go home to feed my cat... I got on the train home and received a message straight away saying "I'm sorry this date didn't go well.." so he knew I was just doing a runner