What's the best way to cook a steak and have a lof of gravy?
Blast it in the pan, finish in the oven, build a reduction sauce while it rests. Boar_D_Laze has written on this a couple of times as I recall, see post #4 below.
If you want to cheat a little bit, pick up some demi base. More Than Gourmet should have their tubs available in your area. Quality is OK, but they're pricey though. http://www.morethangourmet.com/pantry-stock-sauces-gourmet-soups/meat-based-sauces-a-stocks/french-demi-glace
This is what I do, a reduction sauce; in a sauce pan, reduce 100 red wine or 100 port wine or a mixture of 50/50 port wine/red wine up to almost less than half of the volume (in fact up until it almost turns into a light syrup. Then add 100 veal stock and reduce again until the desired consistency and taste. Season with s&p, many times a drop of Worcestershire or simply dark soy. Add a few chunks of ice cold butter while swirling the pan away from the fire until the butter is dissolved.
When your pan with cooked steaks come out of the oven, remove them and let rest on your cutting board under alu foil. Deglaze your frying pan with the reduction you made. Sieve (a must) and serve.