At the risk of being sued, here is the recipe for the perfect steak, courtesy of Alton Brown (he's my hero!)
Use any kind you like (i get the inch or so thick ones from sam's)
Rub each side with oil-be sure to use oil that has a high smoke-point (i use peanut)
Sprinkle each side with salt and pepper (mr. brown recommends kosher salt)
Preheat oven to 500 and put your cast iron skillet in.
Once it's hotter than the devil's eyebrows, pull it out of the oven (with an oven mitt, please) and put it over a burner set to high heat.
Put your steaks in the pan and sear each side for 30 seconds.
Immediately put skillet in the oven and cook each side for 3 minutes.
Remove from oven and set on a plate, elevated (put a bowl upside-down on top of a large plate and lean the steaks against the bowl-mr. brown says this keeps the crusty goodness from dissolving in the steaks juices)
Let it rest for a few minutes, covered with aluminum foil, before devouring it like your life depends on it.
(this is especially tasty when served with twice baked potatoes and cali-blend veggies)