Let the steak come to room temperature, season it with salt and pepper (some people swear by just salt, but whatever you prefer; I like to use "better" salt, but fuck knows if it really makes that much difference, lol), place it on a very hot grill or pan (just a bit of olive oil or another kind, like coconut, will do), let it be sealed and cooked that side as much as you like it, then turn it over with tongs, say, and repeat. Find out times for rare, etc., somewhere online, or from a book. Rare or medium rare is the only way to have steak, btw.
Then let it rest for a while - this is very important. You could wrap with foil, to help retain some heat, if you like. Speaking of foil, some prefer to just seal a big ol' steak in a pan, then wrap it up and put the pan (with steak still in it) in the oven for a while, to complete the cooking process there instead. Either way can work just fine.
It's pretty simple, once you get used to it. For crappier cuts, you can also marinate for several hours, or even overnight. Probably won't take as long to cook, then, just remember.
For "plain" steaks, serve with a bit of herb butter on top, or however you wish.
edit: Oh, and if you have something like a typical porterhouse, with that large strip of fat on one side? Make sure you also do that "side" or edge IOW (use tongs, is the easiest way) and render the fat (i.e., cook it).