I think that you can make a killer steak on a screaming hot cast iron pan. The crust being key. Add butter and if you want, fresh herbs or garlic. Hard to do that on a grill.

I mention that only because on a grill, I want some char and some smoke flavor. Even a gas grill will give a little of that smoke flavor but I think a steak rub helps some as it's still mild.

I don't know anything about briquettes but I like mesquite lump with a few handfuls of wood chips/chunks or even pellets.

All that stated, I think that the best steaks that I have ever eaten were cooked on wood embers. Might be a primal thing.