Athens has several excellent restaurants at much cheaper prices than Atlanta. For cajun, go to Harry Bisset's on Broad Street downtown. The Oysters Rockefeller and Bienville are phenomenal; the crawfish etouffe has so many crawfish that you can barely see the rice. The wine list is not very good, though.
For more creative dining, try East-West Bistro a few doors down on Broad. The Asian pasta dishes and beef filets are very good - the chef is also a published poet. You should also try the Last Resort, one of the most popular places in town (try the Struggleville Shrimp and the excellent, locally-made desserts). Both of these restaurants have excellent wine lists; East-West Bistro has won consecutive Wine Spectator Awards of Excellence. For Mexican, try the cavernous Compadre's on Clayton Street. Their salsa is wonderful. If you're a vegetarian, you'll find good veggie dishes at East-West Bistro and the Last Resort, but the veggie mainstay in town is The Grit, a little bit of a walk down towards Normaltown. The Golden Bowl and the gazpacho are incredible. Unfortunately I can't recommend a previous poster's favorite place in town, Charlie William's Pinecrest Lodge. If you like overpriced, Morrison's cafeteria-style eating, it's the place for you. If not, stay downtown.