Leo's is the restaurant inside Heinitzburg castle, perched on a hill east of the centre. The cooking is European-Namibian fine dining — game with classical French sauces, fresh fish flown in from the coast, an extensive wine list heavy on South African labels. Prices are well below comparable rooms in Cape Town or Johannesburg, but high by Windhoek standards.
The terrace is the room to book. At sunset the city below catches the last light and the colour of the mountains shifts through every shade of red and brown. A jacket is not required, but most diners dress up a little. Reserve a few days ahead in high season.