Be creative with courses. At many higher-end restaurants, I find that the appetizers and salad sections have the most vegetarian options. So I may well order two appetizers and a salad as my meal, asking the waitperson to bring the food all at once and at the same time my dining companions receive their entrees. This approach to eating can be both fun and delicious. Go for brunch.
Costs are often less, too.
Come out of the closet. Make it clear to your waiter or waitress that you're a vegetarian and appreciate good veggie choices on the menu. If they're not, mention the problem graciously. Restaurants may not know that they're shutting you out unless you tell them so. Don't get stuck in a rut when you find a place that you like.