Depends on your budget.  There's Hanson's hotel, right in the vines off West Swan Road, but I cannot speak from personal experience. 
In fact, as a local, and someone who has worked in the Swan Valley, I find that it mostly closes down from 5pm. There's a couple of good restaurants (and I woul rate Stewart's among these) open at night, but, in my not-occasional searches for suitably romantic (and convenient to restaurant) accommodation (and preferably with a spa), I've found the Swan Valley to be sadly deficient. 
There's no shortage of 3-4 star chalets - maybe check out 
http://www.swanvalley.com.au for a start - but, as I said, it depends on your budget - and your expectations. 
Please let us know how you get on - us locals may learn something  

Wine, women and song. Ideally, you can experience all three at once.