The best steaks are at Shula's. Tender and incredibly flavorful. The service was quite good too.
Yachtsman Steakhouse was very good as well. Really good service there, and still very good steaks.
California Grill has a great filet mignon, and you'll often find great steaks at some of the other signature restaurants at WDW.
Concourse Steakhouse has passably good steaks. Not where near as good as those mentioned above, but if you've gotta have steak and don't want to spend a bunch, it's a good option.
Le Cellier is a decent choice in a pinch. Some folks have good steaks there, other folks get dry and grizzly steaks, so be forewarned. The service is good, even if the atmosphere is a little cramped.