Breaking Fast With Intimacy

It is recommended to break the fast with dates and water, but that is not compulsory.

Fasting can be broken by all permissible means.

It is reported that some Sahaba even did their Iftaar by having intercourse with their wives:

1- Imam Ibn Sirin said:
ربما أفطر ابن عمر على الجماع
‘Ibn Umar sometimes did his Iftar by means of intercourse.’
[‘Tabarani’, 12/269 – إسناده حسن].

2- Imam al-Haythami ash-Shafi’ii said:
رواه الطبراني في الكبير ، وإسناده حسن
‘This has been narrated by Tabarani and it’s chain is good.’
[‘Majma al-Zawa’id’, 3/156].

3- Imam Badrudin al-‘Ayini Hanafi said
أحدهما: أن يكون لغلبة الشهوة، وإن كان الصوم يكسر الشهوة.
والثاني: أن يكون لتحقق الحل من أهله، وربما يتردد في بعض المأكولات.
It could be because of his desires, or it could be that he didn’t like some of the food that was prepared for Iftar.
[‘Umdat al-Qari’, 11/93].

4- Imam Abu Hamid al-Ghazali ash-Shafi’ii said:
وكذلك حكى على ابن عمر رضي الله عنهما وكان من زهاد الصحابة وعلمائهم أنه كان يفطر من الصوم على الجماع قبل الأكل
‘And it has been reported from Ibn Umar, who was one of the ascetics and a scholar among the Sahaba, that he used to do his Iftar with intercourse, before eating food.’
[‘Ihya Ulum al-Din’, 2/267].

5- Imam al-Bujairimi ash-Shafi’ii said the Sunnah is to break the fast with dates and water, and:
فان لم يكن لم يجد الا الجماع افطر عليه
‘If they can find nothing but intercourse, then they can break their fast by means of that.’
[‘Bujairimi alal Khathib’, 3/117].