Medium Rare, with a very nice char on the outside.
I have cooked the best steak I have ever eaten.
Get a full beef tenderloin, slice it into 3.5 inch thick fillets, and don't trim anything off of it. Sometimes I'll make them even thicker. Full beef tenderlons will run you around $70 at Costco. You can usually get 5-7 3.5" fillets out of it.
If you don't like a marinade, do a dry rub. Heat the grill as hot as you can rough ridin' get it. Brush one side of the steak with olive oil, and throw that side on the grill. Turn the heat down to "Medium-ish," and let it cook 5 minutes. Do NOT turn it. Then, brush the topside with olive oil, and flip it. Let it cook 5 minutes. Do NOT turn it. Pull it off the grill. Let it sit 10 minutes before eating. Ideally, if you have multiple burners, you should heat one of the other burners back up to "High" and then flip the steak on to that burner, but I'd only leave it on there for about 3-4 minutes if you do that.