We did ours at Mesa Rosa on 620. Its right by our house and a place we go often so it had a little bit of meaning. We were outside on the back patio, everyone liked it plus it was nearby where the out of town guests were staying.
We did ours at the Zilker Clubhouse and had it catered by Amayo's Taco Village. We brought our own liquor and had a wonderful time. But that was 10 years ago and I think the fee is now up to $750 for the rental and you have the whole lottery system to deal with. But it is an absolutely gorgeous view of downtown (and ours was in August, but the clubhouse was still pleasant).