I haven't been there yet, but Asparagus in Merrillville comes highly recommended by people I trust.
A couple comments. First...I hate the name! And second, the owners are the people who run the Siam Marina restaurants in Calumet City. They wanted to open a higher-end place, and this is it. You can do a search for Siam Marina, it's been discussed here in the past.
The restaurant is on Broadway, right by the theater.
Oh...Aladdin Pita is pretty good. If you go in that direction, I'd suggest making a stop at the Albanese Chocolates factory outlet...
[edited to add...] I found this review of Asparagus. FWIW.
http://www.post-trib.com/lifestyles/foo ... us.article