Do you mean which cut of steak?
It will all depend on your budget. A fillet steak is always the most expensive cut in the supermarket, personally I think it is the nicest cut too. But I never pay for a fillet steak. I tend to stick to rib eye or even rump. I find Sirloin to have a tendency to be gristly or fatty. I think rump, for the price, can be just as nice as Sirloin.
I think the best thing to do is to just check out the meat when your there. Choose the one which has the least gristle or fat running through it.