I call this a Winter Steak because in the summer I always cook my steaks on the grill. I like grilling, but am not about to do it when it's 3 degrees outside. (FYI, there are two steaks in the photo, or else that was one weird steer).
So, how to do a Winter Steak. I recommend choosing a thick steak, otherwise you might just as well cook this on top of the stove, in which case it would be panfried. Doesn't sound as good as a Winter Steak, does it?
First, remove your steak from the chill chest and allow it to warm up a bit. I hear this is a good thing to do. Heat a cast iron pan over high heat for 3-5 minutes and set your oven to 400 degrees. While you wait. rub one side of the steak with olive oil and sprinkle it generously with kosher salt, pushing the salt in so that it sticks. You can sprinkle other steak seasonings on it, but not herbs. I use Montreal Steak Seasoning or a cajun/creole/whatever seasoning one would use for blackening. Next throw your steak in the pan and do not for one second think of moving it. Oil and season the other side. Flip the steak after a few minutes (oh, make sure your hood vent is on) and throw the pan, steak and all, into a hot oven.
Now here is where you really have to do some thinking. How done do you want your steak? Medium rare? Me too. So check your steak after about 4 minutes. Touch it carefully. It should feel pretty soft. Remove it from the oven when it feels right. Remove the steak to a serving platter and cover with foil. For God's sake, do not cut into this steak for at least 5 minutes. Gild the lily with a bit of olive oil, crumbled bleu cheese, balsamic vinegar.... what have you.
Oh, and check out how my grill looks today.