I don't think you can beat a good baked potato with that meal. You don't really want anything strongly seasoned to compete with the flavors of the steak and lobster.
You'll need a little green something...perhaps broccoli florets or asparagus spears braised in chicken broth.
Maybe its just me, but I like lobster with good bread. Maybe some lobster bisque or some kind of seafood fondue to dip it in. Buttered veggies sounds nice too. Mmm...
With steak, just the classics is all I can think of. Like steak fries, mashed potatoes, creamed spinache, sauteed onions, etc. But I'm no steak-eater.