If you’re going to cook a steak, getting a fresh cut of meat is always the preferred way to go. When meat freezes, the natural water content of the meat turn into ice crystals, which can damage the fibers of the meat, causing it to be dry and tough.
However, sometimes things happen, and you can’t always cook steaks the day you bought them. Most people will freeze the steak and then defrost it when the time comes to actually cook it, because it’s more similar to using a fresh steak. However, Dan Souza of Cook's Illustrated performed an experiment to explore if it is better to use a thawed steak, or to go ahead and cook the meat while it is still frozen.
Surprisingly, Souza found that cooking a frozen steak was preferable to one that had been thawed. The frozen steak retained more moisture and had a smaller grey band, which indicates overcooking.
Check out the video that explains why cooking a frozen steak is a better choice than thawing out the meat, and listen to Souza’s tips for properly freezing the meat so it won’t cause a grease fire later when it is time to cook.
Souza’s method involves browning the meat in a skillet and then transferring to the oven, though it stands to reason that it would also be the superior choice when, say, cooking a steak over lava.