I would do a combination of light and heavy fare, all in Grand Case, as follows:
1. Start out at Piazza Pascal, for a very hospitable experience with some great Italian food. This being night #1, you might not be ready for a full, somewhat heavy French menu. Ease into it ... get a chance to visit with owners Donna and Pascal, enjoy some great Italian food, and allow yourselves to just have an "ahh, we're finally here" experience.
2. Bistrot Caraibes for the full French treatment, with perfect presentation and impeccable service.
3. Le Ti Coin Creole, near the Spiga corner, for a night of "restful" local Creole food with the always wonderful Chef Carl. We've found that it isn't a good idea for us, physically, to string together heavy French dinners on consecutive nights. Carl's food is excellent, the atmosphere is relaxing, and the prices are very reasonable. We haven't found anything better when it comes to local food, and we eat there at least once a week while on island. It's just a two block walk from the Grand Case Beach Club.
4. On the final night, we would go to Le Cottage, having reserved a street-side table, for a relaxing but full-bore French menu with the delightful owners, Stephane and Tania. This place is right in the middle of Grand Case, and the street-side tables are slightly elevated with wonderful curved railings. The food and service are impeccable, but the wine ... oh, the wine. Go there - you won't be disappointed.