Tips on making that first time most enjoyable?

What advice would you give to a man who wants to ensure that a woman's first experience with sexual intercourse is as comfortable and enjoyable as possible?

Thank you so much for your question. It is very promising that this woman will have an enjoyable first experience with sexual intercourse given your concern and consideration!
Because we don't know how much other sexual activity you have had with this person, it might be a good place to start with getting to know each other's bodies. Figuring out what feels good and what it's like to communicate sexually may work wonders for minimizing anxiety and/or pain with intercourse...and, of course, getting the most pleasure out of that experience!
Give each other lots of time to explore. Find a place that is calm and comfortable without distractions or interruptions. Go slowly- there will always be the opportunity to revisit the possibility of intercourse; instead, focus on having fun and feeling good (by touching, kissing, caressing...and communicating).
While some women do not experience pain with penetration, pain, or discomfort, can be part of a woman's first experience with intercourse. Spending lots of time on outercourse/foreplay and arousal will help a woman lubricate herself naturally- and water-based lubrication can do wonders as well! Put some lube at the tip of the inside of an unrolled condom, on the outside of the condom, and/or on the entrance of the vagina. If a woman is relaxed (including her vaginal muscles!), penetration will be much more enjoyable as well. Sometimes, experimenting with different positions can increase the pleasure and comfort for both you and your partner. Sexinfo101.com has lots of (animated!) recommendations for different positions.
Other things to address beforehand that might make the situation more comfortable is the "safer" sex talk....If you two are comfortable having intercourse, it would relieve an entire layer of potential complication and tension to clear up (in advance) what contraceptive and barrier devices you both would like to use. Making sure one/both of you know how to properly put on a condom will ensure that that sort of stuff doesn't take away/distract from all the other emotions/excitement of the moment. And she may feel more confident if there is another contraceptive used in addition to a condom. There are many options and she may want to make an appointment with a women's health provider to discuss her options (hormonal methods and some non-hormonal methods require a prescription).
Finally, the first time can be awkward - or at least less-than-cinema-worthy. There may be discomfort, there may be lots of vaginal lubrication, there may be no orgasms, there may be earth-shattering climaxes...The pressure is off that first time if you both go into it knowing that there is lots of room for improvement and lots of time to take things slowly :)