Some cuts of beef are more tender and some more flavorful than others. Generally, a good steak with no marbling will be tender, but not nearly as flavorful as one with marbling. A steak with lots of tiny streaks of fat (marbling) in it will be a little bit less tender, but much more flavorful.
There are many different opinions on whether it is better to cook a steak from cold or room temp. I think the majority thinks room temp is better. The general reasoning is the colder the steak, the longer it will have to stay on the grill before it reaches the proper internal temp - making the outside more done and thus, more dry.
I think the most common reason a good steak is tough or not tender or not flavorful is because it is overcooked. Cooking a good, not to mention expensive, steak to well-done is almost a crime - and many will say that if you like beef well-done, cook a roast. LOL
The longer you cook a steak, the drier, tougher, less tender and less flavorful it will be.
I almost always buy rib-eye steaks - the ones with lots of tiny streaks of marbling. That assures a flavorful steak - and I don't overcook them (a pink, not gray center) - which assures they will be tender. I do allow mine to come to room temp - about 30 to 40 minutes out of the fridge - before grilling.
And never, ever poke holes in a good steak - the juices will run out, making it dry. I use tongs to turn them. Like most meats, steaks will continue to cook some after you take them off the grill - so take them off just before they come to your desired doneness.
It also helps to cut the meat across the grain instead of with the grain. Cutting with the grain will make meat more chewy.