Saint Anthony Main Event Centre is where we had our reception and ceremony. It is an excellent venue and location. The Stone Arc Bridge over the Mississippi with the Downtown skyline in the backdrop made for beautiful pictures.
Three Sons (required caterer) was a pain to deal with. Their event coordinator was poor at best leaving a number of items for our bridal party to attend to. They also went back on a few promises as part of their sales pitch. You will have to be very persistant with them to ensure you don't get taken for a ride.
I was going to say Nicollet Island Inn and Mill City Museum, too, so I'll add to that that you can also rent the Guthrie Theater, also on the river. If you don't need a huge space or want an outdoor space, Como Park Pavilion is a great fall spot (we did our outdoor photos there; also an October wedding). There are places you can rent on Lake Minnetonka. Another option - a riverboat -- the Mississippi Queen or Padelford boats are also great options.