We went to the best indian restaurant i have ever been to right opposite the holiday inn. a real treat. we also went to an italian which was up the hill near the big semi circular terrace. that was very authentic. hope you arent going to miss a spa treat at the baths. the open air swimming pool on the top floor is truly fab. also tea in the pump house - has to be a must after all that shopping.
Hudson Bar & Grill if you like steaks and cocktails - its fab, I highly recommend it. Olive Tee is excellent but can be quite pricey The Hole in the Wall is also lovely and has a really reasonable pre-theatre offer. Salathai is by far the best Thai restaurant in town.