Cream sugar and margarine at medium speed of a mixer until fluffy (about 3 minutes). Add vanilla and egg; beat well. Combine flour, cornmeal, and baking soda; stir. Add to creamed mixture; beat well. Stir in pecans and dates.
Drop dough by level tablespoons onto baking sheets coated with cooking spray. Bake at 350° for 10 minutes; let cool on pans 2 minutes. Remove from pans; let cool completely on wire racks.