Ribeye, strip, and filet (or a T-Bone/Porterhouse, which is the Strip and Filet cuts connected by a bone) steaks are almost always going to taste better than sirloin, shoulder, or tip steaks, because they're a higher quality cut of meat. They're cut from the steer or heifer just below the spine, starting from the last rib, going back to the hipbone. They tend to be tender, tasteful cuts because the muscle that they're cut from has a higher fat content - and what you taste in meat is the fat. This is generally referred to as "marbling."
That being said, if you're going to get one of the second tier steaks, go for sirloin, which is cut from the same general area as the ribeye and porterhouse, just a little further below the spine (and tends to be a more "worked" muscle, which means it will have less marbling, and be a little bit tougher). Once you know what a good *cut* of meat is, how it's cooked becomes less of a problem, because you're starting out with higher quality.
I could go on for days. And it doesn't just apply to cattle - almost all livestock have their best cuts taken from between the last rib and their hipbone - the general "loin" area.