My first and only marriage ended in Las Vegas several years ago. I had flown in from Los Angeles that morning like a suicide bomber to deliver horrible news: I had fallen in love with another man; our marriage was over. Mr. X—that's what my girlfriends called my husband, as he was so often on the road with various bands, they joked that he might be fictional—was in the middle of a multiyear contract at Caesars Palace. A funny, salt-of-the-earth Midwesterner, Mr. X was so beloved that upon hearing news of my betrayal, his boss, Bette Midler, reportedly cried. And if the image of Bette Midler crying doesn't make you feel like the worst person in the world, I don't know what will.

As our two girls romped with the babysitter through the basement "fun dungeon" of the Excalibur Hotel, Mr. X and I stayed in his coldly marbled apartment at the Platinum on Flamingo Road and talked and wept. Our Las Vegas was as hallucinogenic, if not remotely as recreational, as the one in Hunter S. Thompson's Fear and Loathing in Las Vegas: the intensity and range of emotion, two decades of life together abruptly telescoped down, the oxygen draining slowly but surely from the air. We sat shivah and mourned our 20-year relationship, picking up each happy memory—the first baby, bathing the children, our last Christmas—and witnessing its gradual turn into ash.

Here's the twist, though. I'm not going to argue that this next moment mitigated the pain. It in no way made it all okay. But I will tell you that after 36 straight hours of the most profound nausea, self-loathing, and despair, it wasn't that Mr. X and I were hungry, exactly; it was just that we were utterly wrung out and, for the moment, done. And, as the desert sky went from pink to blue, and the Luxor pyramid laser began its nightly pulse, it occurred to us that we were, after all, conveniently near the Strip. Which is to say, with a sudden impulse of gallows cheer, we decided to take a break from weeping and utilize our babysitting hours instead for a last supper, which we agreed without question (as we almost always did about food) must be at an expensive steak house.

Even as I think back on it today, that choice still strikes me as both logical and classic. After all, the salad years of a relationship—the dating, the drinking, the late-night whims—are all about silly food, are they not? It's tapas, foofy small plates, the trendy sushi joint of the moment. By contrast, consider the formal last dinner of a long-term marriage. The execution orders have been filed in triplicate; there is nothing to be done then but to sit down to one last meal. Just as death-row inmates' final choices tend toward basic foods—fried chicken, mashed potatoes with gravy, two fried eggs and two sausages—the last meal of a marriage should also be simple. And yet it does still qualify as a date of sorts, so why not go out in style?

For such a meal, you can't do better than a top-drawer Las Vegas steak house, and here's why. To begin with, this is a town where even upscale restaurants aren't shy about pumping out a constant sound track of Frank Sinatra—the guy, after all, who loved and lost, lost and loved, then loved and lost again, which in life's most heinous moments can be somehow comforting.

Next, I'm not going to say (although I've heard it said) that it's because it's a Mafia town, but Las Vegas has excellent service. Forget New York or Los Angeles. Please—no one moves to Vegas to become an actor and then ends up sullenly waiting tables. There's real respect among this city's restaurant professionals for the art of service, the Strip being the glamorous big show one works one's way up to, proudly. They make you feel like royalty.

We could have marked the end of our marriage at Morton's, where they preface the meal by wheeling out big slabs of meat, practically on gurneys. But we did it instead at Delmonico Steakhouse, an Emeril restaurant with a subtle Creole flair. We had a dozen oysters (our marriage's last); iceberg wedges (our divorce's chilly future); fabulous, slightly bloody filets (reminiscent of crucifixion, perhaps) with tons of Bearnaise (because who needs to keep in shape now?); all finished off with Key lime pie (fittingly, the dessert Nora Ephron's protagonist throws in the face of a philandering spouse at the end of the movie Heartburn).

Like many successful professional musicians, Mr. X had long since given up drugs and drinking. Knowing myself and my evil ways, I probably tried to inveigle him into sharing one last good bottle of red wine, although I honestly can't say for sure that he did. I certainly drank, though, and it felt to me that, even though I am an overtalkative neurotic given to streams of consciousness that sometimes even those closest to me cannot follow, while Mr. X is a deeply soulful man who likes fishing, nature's quiet, and Miles Davis, for one last meal we enjoyed each other's company. Which is to say, tomorrow would bring the unknowable, yes, but tonight, for three hours, we floated in a circle of warm light, where, unlike marriage, what unfolded was a civilized dance made up of well-understood acts of pleasure and elegance, with gleaming silverware and pressed linens, abetted by a surpassingly well-trained waitstaff who actually knew what they were doing.