I really recommend checking with Marilyn at the front desk. She really knows the local restaurants very well.
I don't see either Captain Hiram's as a special occasion restaurant - someplace to drink and eat just okay food, yes, but not a special occasion place.
Ocean Grill is in a great location and the food was very good but be prepared for a trip back to the early 70s as far as decor and style of service. Lots of black wrought iron, paintings on velvet, etc.
We went to Avanzare in Vero and it was okay - atmosphere was kind of weird (we joked that after hours it became an "interesting" sort of night club) and we seemed to be there on a bad night for the kitchen but it gets rave reviews from everyone else.
We also tried Johnny D's and the food was excellent but not sure if it would be special occasion enough.
You might want to check out one of the restaurants at Gloria Estefan's hotel. We didn't go in but it looked like a lovely place.
Also, if your anniversary is over the weekend, what about Sonya's at the resort itself?