Personally, I use a light marinade to add a crust to steaks, although I'll echo the previous comments about the natural flavor of meat. However, I'll add that marinades are more important on gas grills because you don't get charcoal flavor. Typically I will mix a marinade of teriyaki and soy sauces and add some pineapple juice, then marinade the steaks for about 1 hour, then constantly glaze the steaks with it during cooking. I normally cook them at high temperatures for about 2 minutes per side then reglaze, and cook again for 1 minute per side, which usually results in a nice medium rare, but again it depends on the temperature of your grill. I use a Weber 1-touch gold. If you want to make steaks more tender, you can soak them overnight in bourbon, but that's usually not necessary for anything USDA choice and above. Omaha steaks sells some very nice cuts for a good price.