sear the heck out of it in my cast iron skillet (I start on the stove, then move to the oven). It's delicious.
This is how I cook my steaks -- let them come up to room temperature, pat them dry, coat them in salt and pepper, and then toss them on my skillet (which, at this point, has gotten hotter than the surface of the sun on my stovetop). I sear them for 45 seconds on each side to get a crust, smoking out my entire apartment in the process, then put them in a 450-degree oven for about 90 seconds per side (longer for my wife's, since she isn't a fan of medium-rare meat).
It comes out like meat candy. I haven't grilled a steak in years