Unless you have a good deal of experience cooking lobsters, and unless you're certain that your wife isn't squeamish, I would strongly advise against trying to cook them yourself.

If you boil them, you'll be picking them up in your hands while they're alive and (probably very) active, then sending them off to their final reward by dropping them into the boiling pot of water.

If you grill them, you'll be picking them up in your hands while they're alive and (probably very) active, then sending them off to their final reward by plunging a knife into them.

Which of those two sounds more romantic?