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.
The only side dishes I've ever served alongside lobster have been corn on the cob (obviously not in season now), tossed green salad, & shoestring french-fried potatoes (I like the Ore-Ida brand).
Clam chowder, baked potato or rice pilaf, Caesar Salad, garlic bread, dessert, coffee, & wine. An appy, if you like - escargot, shrimp or crab cocktail....
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.