We think steaks 1 1/4 inches thick or more are best for the grill and are best grilled using the indirect-heat method. It's a two-stage method of searing briefly over high direct heat to develop a crunchy, caramelized crust and then finishing over moderate heat to bring it up to the desired degree of doneness.
Steaks thinner than 1 inch can be grilled using direct heat. Click here for a how-to on grilling a burger with direct heat. The same general principles apply to cooking a steak this way.
To watch a video of this tutorial, click here.