I would say it depends on exactly what the lie is. For example, if you have STDs and say you don't, if you're not on contraception but say you are, or pretend like it's not just a one night stand when it is, etc, then yes, lying is wrong.
If it's something about the number of previous sexual partners you've had or your abilities in bed (or of course, their abilities) then I really can't see anything wrong with adjusting the truth a bit. Always seems to be the way the game's played.
In short, if it's something which could potentially physically or emotionally harm the other person that you're lying about then you should never lie about it. And in the case of whether or not it's a one night event, it's worth going out of your way to make sure that they realise it, and making sure they really are ok with that.