Al Forno is very close by:
http://www.alfornowimbledon.com/
Googling shows it to have some very good reviews and a few lousy ones. (It seems that it's best if you like 'lively' places).
Casa Nostra is only a little further along the road:
http://www.casa-nostrauk.com/
The reviews are again generally good but with a few strongly dissenting voices. (However it still averages 4 stars on TripAdvisor, which is one more than Al Forno gets overall).
There's always good ol' J D Wetherspoon, just around the corner:
http://www.jdwetherspoon.co.uk/home/pubs/the-wibbas-down-inn
If you like Indian food there's the Kafe Karahi:
http://www.kafekarahi.co.uk/
which scores 4.5 stars (out of 5) on UrbanSpoon
However the Stage Door Steakhouse (which serves Greek food as well as steaks) might be your best option.
http://www.stagedoorsteakhouse.com/
It's opposite the theatre and 5 reviewers (out of a total of 6) have awarded it a maximum 5 star rating on TripAdvisor:
http://www.tripadvisor.co.uk/Restaurant_Review-g186338-d2173049-Reviews-Stage_Door_Steakhouse_Bar-London_England.html#REVIEWS
Reviews elsewhere seem good too, e.g
http://www.yelp.co.uk/biz/the-stage-door-london
and
http://www.london-eating.co.uk/3848.htm