We usually do rib eyes. Pan fry on high heat until seared, then oven cook for a few more minutes. You could probably do that with a filet. The filet is all about the sauce, though, so unless you're going to do some fancy bearnaise thing I'm not sure a filet by itself would be the best option. Then again you might want a sauce for anything you cook.
Don't freeze the steaks, wait until the day of.
I'm not a cook, so don't listen to me.