I want to amend my original answer. After having dinner recently at Blue Water Grill and lunch at Docks, the former is far, far superior to Docks.

Patrick, I've not been to the Sea Grill in ages, but Zagat's 2003 guide gives it a great review-24 (out of 30) for food. It's "pricey" and "a little touristy" but I'd go for it!