Well, most steak can use some sort of sauce. The trick is to get a sauce that complements the flavor and not one that kills it. Sugar is often the ingredient in many commercial sauces; even in fancy restaurants you'll run into sauces with lots of sugar. Sugar "Tastes good" and masks flavors. So ketchup (basically tomatoes rendered to acid, vinegar, and sugar) is handy for obscuring flavor.
But ketchup isnt' all bad for all things. Acids balanced against fats can be tasty (hence french fries w/ ketchup).
Alternatively, Straffo's sauce is great for a tenderloin or low-fat cut.
For something with full flavor (and marbling), you'd probably want to avoid the sauce. Depending on the amount of fat, you'll want to consider a marinade -- acids to break down proteins, and flavor to be deposited on the fat.
Marinades on quality steaks should only be attempted with lots of experience, and you should be conservative. If you marinade too long (and how long is too long depends on the piece of meat and the marbling), it becomes mushy and effectively ruined. (now in the US, much of the pork sold in supermarkets is "premarinaded" in a flavorless acid, giving it the mushiness without the flavor).
Whatever you do, don't get too complicated. Keep the ingredient count low.
