I've done them both ways with equally good results. My favorite way is to fire up my mini BGE and let it go nuclear, 700-800*. Sear them for a minute on each side then move them to my small which I have stabilized at 400* with a raised grid. Chuck a few Jack Daniels chips in there and let them roast until they are 120-125* internal. Pull, let rest and enjoy.
For a reverse sear I roast them at 400* on a raised grid with some JD chips for smoke until 115* or so internal and pull them. Open the vents to full throttle and sear them for a minute or so on each side.
Disclaimer: The above times and temps are for steaks 1 1/2" or thicker. I don't like grilling steaks I can read a paper through!
Mike
