Pan fried is just fine

No need to bake steaks.
Cast iron skillet is better though.
It requires some experience to get used to pan fry steak but it's very easy.
Make your skillet very hot first, this is important. 
Gordon Ramsay got made in Hell's kitchen when pans were not hot enough.
Melt a thin slice of butter and baste your meat on both side.
Close lid, cook each side for two minutes. Rest 20 minutes before cut.

Before cooking, marinate each side with seasalt and fresh black pepper
refrigerate two hour at least. Make sure salt covers all sides.
Take it out, pour one table spoon of Worcestershire sauce and half teaspoon 
cooking white wine in a freezer bag, toss steak inside, room temprature half hour.