I prefer filet mignon. My DH prefers NY Strip, so if I can find nice big Porterhouse steaks on sale, I will buy them. The have the NY strip and the filet Mignon all in one steak. We don't eat big portions, so if I buy one really big one, or two mediums, it is more than enough for the 4 of us.
I will use Staxx seasoning salt, which is a proprietary blend from one of the best steakhouses I have eaten at in Greenville, SC.
I also like flank steak, marinated in teriyaki sauce. Cut thin on the diagonal, it is tender and flavorful. Skirt steaks are great for fajitas, cut the same way.
I like just about any steak, actually.
ETA: No pan frying for us, we only like grilled steaks, medium rare. To cook a steak beyond medium is a sin!
I just got a new gas grill and it has the coolest option. It has one burner dedicated to an infrared searing burner. It gets really hot and sears the steak in just a minute or so. This has always been my complaint about gas grills, they don't get hot enough to sear. When I saw this option, it was love at first sight.