I saw Alton Brown do this once on TV and now it's my favorite way to cook a ribeye.

Ingredients
1 boneless rib eye steak, 1 1/2-inch thick
Canola oil to coat
Kosher salt and ground black pepper
Directions

Place 10 to 12-inch cast iron skillet in oven and heat oven to 500 degrees. Bring steak(s) to room temperature.
When oven reaches temperature, remove pan and place on range over high heat. Coat steak lightly with oil and season both sides with a generous pinch of salt. Grind on black pepper to taste.
Immediately place steak in the middle of hot, dry pan. Cook 30 seconds without moving. Turn with tongs and cook another 30 seconds, then put the pan straight into the oven for 2 minutes. Flip steak and cook for another 2 minutes. (This time is for medium rare steaks. If you prefer medium, add a minute to both of the oven turns.)
Remove steak from pan, cover loosely with foil, and rest for 2 minutes. Serve whole or slice thin and fan onto plate.

If you haven't tried this, give it a shot. I love grilling my own steaks and trying different marinades and 99% of the time when I try a steak at a restraunt I end up getting irritated that I paid money for a steak that I could do better at home.
No marinades, just a good cut of meat and some kosher salt and pepper. I may never grill a steak again. It did smoke my house up pretty good tho. I would recomend that after the second steak, grab a handfull of paper towels, pour some kosher salt in the pan and clean out the excess grease before continuing. At those kind of temps, the oil gets black and tastes nasty pretty quick.

Anyone do the skillet method with other spices besides just salt and pepper?

Anyone do the skillet method with other spices besides just salt and pepper?

Anyone doing Alton Brown's recipe needs to use safflower oil otherwise canola oil can burn and make your steak taste like deer turds.

I had a great steak one time at a Hoffbrau Steak House. I found out that they cooked on cast-iron. I started experimenting with that myself, except with the cast iron griddle on a grill so that I got some of the smoke flavor.

Now that is just about the the only way I cook on a grill anymore. The meat retains the marinades and there isn't as much of a risk of overcooking it and drying it out.