Personally I have been trying to avoid eating out since I started my "health food maniac" diet. However there is a restaurant near where I work (Midtown Manhattan) called The Pump which is a restaurant which gears their food specifically towards models, body builders, dieters, etc. They use no sugar, white bread, oil, butter, egg yolks or anything else that isn't good for you. The food is all freshly prepared. I friggen love it.
Otherwise the only ethnic food I will eat regularly is steamed vegetables and tofu from a Chinese restaurant. However, this dish is completely tasteless and kinda nasty and not necessarily cheap, so I prefer to just make my own food thats just as healthy but tasty.
When I do cheat and eat something else from a restaurant its Palak Paneer from an Indian place, because its one of my favorite foods. Another reason I think its ok to eat this dish as a special treat is that its primarily spinach and paneer (which is an ethnic kind of low fat cottage cheese) I wouldn't eat this dish regularly because I'm reasonably certain that it contains a fair bit of oil, and possibly other undesireable ingredients. I also try to minimize the amount of basmati I eat or avoid it altogether, because although it is absolutely delicious, we all know that white rice is a no-no. I do believe they offer varieties of bread that are whole wheat.
Anyways if you don't want to be entirely neurotic (or to look at it another way, dedicated) then you can pretty much always find healthy choices at most any restaurant. However, on the whole, I would suggest avoiding eating large meals at restaurants except as an occasional treat. Alot of Asian cuisine consists primarily of rice or noodles, which are not whole grain. Processed grains are just empty calories. Asian food also tends to use lots of rich sauces. If you're serious about being healthy/losing weight you should avoid this stuff. You can even learn to make your own, and tweak the recipes to your dietary desires.