At the risk of sounding trite - I think it's not so much about what you do, rather about how you do it, and the fact that you take time to think about what to do, and do it together.
Yes, certain activites are difficult / impossible at the moment (romantic weekend for two in Paris, day-long motorcycle rides etc). Still, there is a lot you can do together which is possible at home in the evening, when your kid is asleep.
What exactly depends on your preferences. Some ideas:
- playing games together (board games, computer games, ...)
- cooking together
- inviting friends for a nice evening
- planing the next holiday or whatever else you are looking forward to
- sharing some physical intimacy - there are many possibilities, taking a bath together, massage, cuddling or any type of sexual activity you enjoy
- finally, there's nothing wrong with watching a movie together - as long it's not the only thing you do
In addition to that, even if you cannot afford a babysitter, there are other ways to get some free time. Maybe you have good friends, with or without childern of their own, who will babysit (possibly in exchange for other favors, or because they enjoy being with your kid). Are there any grandparents, aunts/uncles etc.? Also, often there are children's activities offered by scouting associations, local authorities, churches etc. where children are taken care of for half a day or a day - maybe that's an option?
Finally, there may be activities which you can do as a family, while still having some time for the two of you. Even if it's just sitting on a park bench arm in arm while your kid is playing in the sand.
With a bit of creativity, you'll hopefully find something that gives you the intimacy you need, and still keeps your kid happy. Good luck!