For venues close to the game:
Could try the Metropolitan (across from the arena on Donald) for pre-game bites and drinks? It's a really interesting venue, an old, beautiful theatre converted into a restaurant/event lounge. You can watch the pre-game on the giant screen, along with many other fans. It's clean and has a more 'formal' look inside.
http://www.canadinns.com/meet/themet.php
For a kind of 'sexy lounge' I like Rudy's Eat and Drink on Graham. I like their house-made potato chips! Also, not a bad charcuterie platter.
http://www.rudyseatanddrink.com/home
If you're looking for a boisterous, young crowd and are not adverse to franchise bar/restaurants, there's Tavern United right across the arena on Hargrave, Moxies inside the MTS center, Boston Pizza, and the Shark Club. Shark Club has a mini-casino inside with tables and dealers.
http://www.tavernunited.com/
http://www.sharkclubs.com/locations/manitoba/winnipeg-sports-bar/city-place-mall
The exchange district is a great place to eat (a short cab ride away or a longer walk). For two slightly more upscale restaurants, try Deer + Almond, or Peasant Cookery. Can't say I've had a bad meal at either of these places.
http://www.urbanspoon.com/r/332/1673356/restaurant/Downtown/Deer-Almond-Winnipeg
http://www.peasantcookery.com/
Also I love Hermanos for South-American food:
http://www.hermanos.ca/
Carnaval Brazilian BBQ for all-you-can-eat-meat:
http://www.carnavalrestaurant.com/
(it's a good idea to make reservations for the above four places)
For an English-style pub in the exchange, try the King's Head. One of our most notable and popular pubs.
http://www.kingshead.ca/
My favorite place for pub food though right now is the Brogue Gastropub on Pembina. It's about a 15 minute drive away though. Ridiculous prime rib, burgers, and appetizers.
http://broguegastropub.ca/ Too bad it's sort of out of the way.
If your husband is into beers, there's 150 beers to try at Luxalune Gastropub on Osborne (maybe 10 minutes away by cab). Not great food though, IMHO.
http://www.luxalune.com/
Have fun! Just ignore the hecklers, they're idiots.