In the "meat" class I took from culinary instructor Helen Rennie, we were taught to cook steak and roasts using a method suggested in Cook's Illustrated in which the meat temperature is raised in the oven (to a desired doneness) and then it is seared on the stovetop. This is the reverse of the order that most people use to cook meat.
So, I heavily seasoned two lovely, thick pieces of tenderloin (although they could have used even more salt and pepper!), popped them into the oven with a probe thermometer, and pulled them out when the internal temperature reached about 100 degrees. I was going for a medium doneness (although I ended up with medium rare, which was fine). In a really hot pan, I seared the steaks on all sides, creating a beautiful, tasty crust. While the meat rested, I made a little pan sauce. It was really nice to feel comfortable buying a pricier cut of meat, knowing that I had the skills to prepare it properly. Success!