Door County, Wisc.
I'm jealous -- I've been going to Sturgeon Bay with my family for over thirty years (since I was two), but I've only been up there once in the fall. It should be a great time to see the fall colors (and hopefully not too cold yet).
In Sturgeon Bay, I highly recommend the Nightingale Supper Club for the type of food and atmosphere that it sounds like you're seeking. They have excellent prime rib, and it's a special on Saturdays and Wednesdays -- an incredible value. The Mill Supper Club isn't as good, in my opinion, but is popular for its baked chicken (available on Sunday nights). Farther north, in Fish Creek, is the C&C Supper Club which I also highly recommend (although it's a bit of a drive from SB).
In downtown Sturgeon Bay, I recommend either the Bluefront Cafe, the Pudgy Seagull, or the Inn at Cedar Crossing for breakfast. Pudgy Seagull is more of a local greasy spoon, the Inn is more upscale (and serves a nice dinner as well). Also, it's Perry's Cherry Diner (not Harry's) in Sturgeon Bay on Michigan Street near the bridge.
The White Gull Inn in Fish Creek serves a good Door County boil, along with excellent breakfasts(the Door County cherry stuffed French toast is our favorite). If you're looking for a good cheeseburger, fries, and a chocolate malt, Harry's Cherry Diner in Sturgeon Bay will take you back to the days of Elvis.
Al Johnson's restaurant is not in Fish Creek it is in Sister Bay. A really good place we found to eat is Greenwood Supper Club just outside Fish Creek. Resonable prices and the place has been there for years. A good indicator of good food. Great Place for a fish boil is The Sandpiper in Baileys Harbor and it is more resonably priced than others. My grandparents started going to Door Co in the 1930's and we have been going ever since. Just for a breakfast or lunch, Carol's before you go down the hill in Sister Bay is good.
Spent 4 days in Door County last week. Generally, the chow we found was what the missus says "average".
However, we looked for fish, at least twice a day. Perch, Walleye and whitefish.
Best perch was at Al Johnson's, the place with the goats on the roof, in Fish Creek.
Best walleye was a sandwich at Geisbergers in Bailey's Harbor, not great, but decent pub food.
Best whitefish was at Trio's in Egg Harbor. And they have a modest wine list that was enjoyable. Trio was recommended to us by a friend who summers in Door Cty. A good Rec. And they also pointed out that they had the best lamb shank, bar none. But lamb is not my thing.
You can probably find other recs on this board, but that is what we found on this trip. Oh yes, there is neat little restaurant in Egg Harbor, just north of Trio, that does breakfast very well. Over medium eggs were just that. A good value. But right now I can't recall the name of the place.