To get your steak cooked right you need to do this hot and fast. This
sears the surface giving the steak a crisp, caramelized surface while letting you pick how well you want it done in the middle. This means that you need to get you grill as hot as it will go. If using charcoal, you need a heavy layer of burning, white hot charcoal. If using a gas grill, you need to let that grill heat up as hot as it will go. It is a good idea to know how hot your grill can get, so you know when it hits this temperature. Put the steaks on as soon as your grill reaches this point.
If you want your steak cooked past medium (medium well or well) let the grill heat up to its highest temperature, then turn the heat down a little. If you don't, the surface of the steak can burn and dry out before the center hits these higher temperatures.