I guess I categorically excluded filet, because it is so pricey it isn't even on my radar. That said, I did splurge a few months ago and barely seared the edges in a pan and ate, with grilled onions. It was very good.
Technically tri tip is a roast, all though you could slice it up and cook it as steak. That isn't nearly as good as cooking the whole thing to roughly medium rare and slicing, however. Nine times out of ten a tri tip is going on the grill, vs. steaks. I get steaks if they are on sale.