The Treasury, Jolly's Boathouse or the Red Ochre are great in the CBD.
Magill Estate Winery is supposed to be good but I've never made it there myself yet.
I enjoyed the Mt Lofty lookout restaurant the time I went there a few years back.
Not sure about Lenzeheide or Alphutte these days - others may know.
In the "nice pub" range, the Edinburgh and the Earl of Leicester aren't bad. After a meal at the Bridgewater Inn the other day, I can highly recommend that place too!
There's also a winery at Balhannah which has a GREAT restaurant - not cheap by any means but the food and service are magnificent. Maximillians. One of the best meals I've had.
http://www.maximilians.com.au/ Service is excellent too. They even have a wine tasting bar. It's just down the road from Hahndorf.
I have a suggestion though - where was your wedding reception? We have a tradition of eating at our reception venue every year on our anniversary, but if your reception wasn't at a restaurant that might be a bit difficult.