Mine was during the Miami Boat Show several years back. Valentine's Day night, on the Beach. Walked out to the beach between dinner and dessert, popped the question, returned for dessert, and the table had been prepped with roses and chocolate (had the GM of the restaurant in on it); nice applause when we came back in.
We changed clothes and went to the OSO party to celebrate.
The hardest part was airline travel with the ring, (security, and keeping it on my person) without her knowing about it. I cut a little slit in a tiny stuffed animal, inserted the ring, and sewed it shut. I kept it in my backpack, which I kept on me at all times.
A couple months later she stated: "I think you should sell the boat."
I took the ring, moved out, sold the boat, and bought a bigger one. I am also with the right girl now, with bigger boobs even.