5* for the Capital Grille, that is the best steak I've ever eaten (Ribeye) in my 40 years. I ate at Gibson's the night before and it was no comparison (though very good in it's own right). I still salivate thinking of the Capital Grille (Not in NYC though, it was very disappointing compared to Chicago)
Probably can't go wrong with any steakhouse downtown. I've been to Morton's and The Capital Grille, both of which were very good and about what you would expect price-wise. You may actually have a more private table at Capital Grille. Also, it's kind of nice to celebrate and relax during dinner with some champagne or wine, so proposing during a walk around Millennium Park beforehand wouldn't be a bad idea. You can enjoy dinner that way. Congrats!