I agree that grilling is best, taste wise. But you can cook a great steak on the stove as well.
A cast iron pan works best, but if you don't have that then a non-stick pan will suffice. Make sure there is a small amount of oil and make sure your steaks are "dry" before adding them to the pan ( I dry them with paper towels) to get a good sear on them.
Based on the thickness of the steak, and how you like it done, the time that you cook it will vary, but always let your meat "rest" as in taking it off the heat and wrapping it in tin foil for 10 minutes before serving because the steak will continue to cook even after you take it off the heat. I learned this the hard way.