Millie Perkins is a part of the Heist set of missions and she automatically becomes your girlfriend after the A Key to Her Heart mission. She is the only girlfriend required to get 100% completion of the game, although you don't need to get her to 100%. Her house is located in Prickle Pine, Las Venturas, which is just east of the airstrip in the desert. She is home from around 12:00 to about 22:00 on the in-game clock. CJ's appearance does not matter at all to Millie.
As for dates, Millie likes restaurants (not fast food ones) for a Dinner Date; there's one not too far southwest from her house. As for the Dancing Date, there is a club east of The Camel's Toe (it's the only club in Las Venturas). For the Driving Date, she likes an average speed and likes the area around her house; her range of approval for speed is pretty good, so there shouldn't be too much trouble there. Millie has a special date, which requires the Gimp Suit (obtained after "A Key to Her Heart"). If you wear this when you go to pick her up, Millie will forget about the date and invite CJ in for some "coffee."
When the relationship is around 40%, Millie will normally start asking CJ in for some coffee; if you wear the Gimp Suit, Millie will invite CJ in no matter where the relationship is at currently. When you get around 35%, Millie will give you the keycard, which is required to finish the Heist set of missions. At 50%, you get the keys to her pink Club, and you get absolutely nothing for 100%.
NOTE - You have the option of killing Millie for the keycard. It is faster than dating her to get it, but is not necessary.