I get my Bison at Tops in Panorama Plaza in Rochester. Not only do they have Bison steaks and Mignon but also ground Bison and Bison hot dogs. For the 4th I did up a Bison Mignon and a Lobster tail ... So damn good.
For steaks I like a nice inch thick Porterhouse with a Montreal steak rub, cooked til it's still semi bloody, let sit for 5-10 and pour a little Worcestershire sauce on it.