I like wine sauces (reduce red wine to 10% of its original volume, thicken with pureed fresh carrot, add salt, pepper, garlic to taste-great on steak!) but still prefer to pan fry my steaks, then deglaze the pan with brandy, minced shallots or onion, and chopped parsley. On occasion, I add minced chillies, serranos or, if I can get them, the fierce little Thai prik kee noo.
N.B.: Don't spend $4/lb or more for shallots at the mainstream groceries until you check the oriental grocers. I get better quality at a third the price from various Vietnamese and Chinese grocers.