I second Jasper White's - great menu and atmosphere, but if you're looking to go off the casino site, you can't beat Flanders Fish Market in East Lyme, right off I-95. Very reasonable, something for everyone (even carnivores!).
Engine 7 Pizza Co. in nearby Norwich is good, but I suggest trying Jasper White's Summer Shack onsite at Mohegan. It's the best of that chain, in my opinion, the service is great, and the staff is knowledgeable about seafood.