We did ours at the study hotel, where our guests also stayed. We did a little hors d'oevres and open bar in the penthouse type of thing. The view is beautiful up there, although it is expensive, and you'd want more food than you think is necessary.
A more low key option is everyone's favorite not so upscale option, Miya's on Howe Street. I don't know if they've every done a rehearsal dinner but they are good people and a lot of fun.
Congratulations on your wedding!
What about a beach rehearsal? call Matthew John Caterers, (203) 257-0727, they host off-site parties high quality, reasonably priced food.
Sage American grill...I had mine there and it was perfect!!! The food was great and we had a private deck overlooking the sound where everyone went to enjoy a cocktail in between courses. Highly recommend it!
Click on each tool to see a sample.