sfpaul, I fully agree with not wearing shorts @ Waldorf. Don't know if your comments were directed my way, but I believe that business casual attire is appropriate in the U.S. today for most settings. I do not have a problem closing a multimillion dollar deal in Dockers and a button-down shirt.
There are places where I would always wear a jacket -- LeCirque quickly comes to mind. They have a clear dress code policy. The Waldorf does not.