The first step is accepting that your kitchen is going to be quite literally as smoky as hell, which, owing to the energy-inefficient cooking methods used to incinerate the souls of the damned, can get a bit sooty.
Winter poses a challenge to those of us who are not hearty, leather-skinned, horn-helmeted Scandinavian goobers. Its whipping winds, driving sleet, and round-the-clock total darkness make it nigh-impossible to use our grills without turning into actual snowpersons. This wouldn't be much of a challenge if bloody red meat, cooked quickly and incompletely over ferocious heat, were not the best antidote to the bleak frozen moonscape howling outside your door, and if grilling that meat outdoors were not far and away the easiest, quickest, least-noxious way of preparing it.
The issue, as I say, is smoke. That is, cooking a steak the way steak is meant to be cooked—blasted to crispy caramelization on the outside, warm and red and bloody on the inside—requires furious heat, and that furious heat produces a lot of smoke when it comes into contact with fat. I'm sorry to say there is no fix for the smoke itself—if you cook steak in your home, your home is going to have a lot of smoke in it—but there is a fix for being deterred by the smoke from cooking steak in your home, and that fix is to quit being a weenie, open a window, and cook some friggin' steak.
Specifically, sear-roast it. This technique has the advantage of not being the absolute smoke-producing-est way to prepare steak indoors (narrowly edged out by dumping your steak into a bucket of burning bituminous coal), and also has the lesser advantages of being quick and easy, resulting in a steak delicious enough to completely rearrange your facial features. As the name implies, you're going to sear your steak, and then you are going to roast your steak: the searing will caramelize the surface of the meat, while the roasting—in this preparation, anyway—will warm the interior juuuust enough for you to feel as though you were eating some food that has been prepared, and not as though you were just chowing the fuck down on an expired cow you found in a field.
Pick up a couple of steaks. They don't need to be USDA prime grass-fed bone-in ribeye or friggin' Matsusaka Wagyu or anything like that; if you can get a couple of inch-or-so-thick New York strips from your local supermarket without being required to auction your internal organs, that'll be just fine.
Also, get some potatoes. You're also having potatoes.
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To begin, preheat your oven to 450 degrees, which is probably pretty near as hot as it will get unless you are cooking your dinner in a pizza kitchen, which, if that is what you are doing, is stupid. Also, set your steaks out on the counter (on butcher paper or a cutting board) so they can come to room temperature.
Now, get some potatoes simmering. Specifically, peel and quarter a bunch of russet potatoes, put them in a pot, cover them with enough water so that they're an inch or two beneath the surface, bring this pot to a boil, then bring it down to a steady simmer and set a timer for 20 minutes.
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So your steaks are sitting there, either at room temperature or slowly working their way toward it. It's time to season those steaks. Pat them dry with a paper towel, then sprinkle them with salt (generously, but don't go nuts, or you will end up snapping into a Slim Jim, and nobody wants that) on one side. Coarsely grind some black pepper onto that same side. With your fingertips, gently press the salt and pepper into the meat. Flip each steak over and repeat.
(A note, here: I'm sure it's possible to put too much coarse-ground black pepper onto a steak. Like, hypothetically, if your steak is indistinguishable from a hunk of granite, it very well might have too much coarse-ground black pepper on it. Short of that, though, cut loose with the pepper. Grind and grind and grind. Trust me. The aroma your meat will exude during cooking and the way it will taste when you eat it will justify your sore wrist a hundred times over, and also cause you to buy your pepper grinder an expensive wristwatch that I am sorry to say it will probably not appreciate.)
(Another note: If you want to get creative and add some paprika or cumin, here, or slice some cloves of garlic and push the slices into the surface of your meat: don't. You're going to sear the bejesus out of these steaks, and whichever of the extra spices and aromatics you add because you just can't enjoy a meal unless it is doubling as an expression of your irrepressible zest for adventure aren't incinerated also won't make your steak taste any better than if you just give it a generous seasoning of salt and coarse-ground black pepper. Plan on deploying a double-dose of but I just have to express myself! on tomorrow morning's Cheerios, and stick with salt and black pepper for tonight, OK?)
That took, what, 30 seconds? Lotta time left on that timer, there. Nineteen minutes! And they're all yours! You could grab a shower! You could read a chapter of your favorite book! You could watch a basket or two of college basketball, interspersed through 19 minutes of crummy amateurs waving their arms a lot! (This has been your Moment Of Unprompted College Sports Antagonism.)
When the timer goes off, don't do anything to your potatoes; they still need to simmer for another five minutes or so. While they're doing that, get a skillet hot on the stovetop, pour in just enough oil to put a thin film over the surface of the pan, and sear your steaks for four minutes or so on one side. Ideally you'd do this on a seasoned, oiled, furiously hot cast-iron skillet; however, if you don't have one of these, it's perfectly OK to use a furiously hot stainless-steel skillet instead. For that matter, I'd be lying if I denied having sear-roasted steaks to delicious effect in a somewhat-less-than-furiously-hot nonstick skillet, although it's reasonable to suspect that this is why I now have a big toe growing downward from my chin. In any event, you need a very hot, oven-proof pan that is large enough to hold both steaks at the same time without requiring them to be stacked atop each other. Cast iron and stainless steel are great; nonstick is OK but will probably turn you into the Brundlefly; My First PlaySkool Frying Pan is probably going to melt in the oven, which might be cool but will certainly be toxic, which might also be cool but will certainly not yield tasty steaks.
(Yet another note: Look at your skillet's handle. Is it metal? Good. Is it wood? Less good. Is it rubber? You are going to cook a tire fire.)
Four minutes have gone by, during which you have not touched your steaks but have simply allowed them to sear unmolested in the pan. Smoke is now pouring from every crack and crevice of your home's exterior, dogs are barking, the fire truck is on its way, but more importantly, your steaks are now a crispy, sizzling, caramelized brown on one side. It's time to flip those steaks over, immediately stick the entire skillet in the oven, and set a timer for four minutes. Maybe turn on a fan, too. And put on a gas mask.
Now, drain your potatoes while you wait for the steaks to finish roasting. That ought to take about 10 seconds, leaving you plenty of time to stumble around crashing into things because you cannot see through all the smoke.
When the timer goes off, put on an oven mitt, remove the skillet from the oven, have a laughing/coughing fit in response to the roaring pyroclastic cloud that comes out with it, remove the steaks from the skillet, put the steaks on a plate, pour the liquid from the skillet over them, and cover them with another plate or a loose but enclosed tent of aluminum foil. The meat needs to steep in those juices for a few minutes, while its still-considerable residual heat continues to nudge it to a state closer to cooked than to still illuminated by the receding taillights of the tractor trailer that ended its life.
While that's going on, prepare mashed potatoes. This should only take a couple of minutes. You'll do it by dumping your cooked and drained potatoes into a big bowl (or back into the pot in which they cooked); adding cream (heavy or half and half, depending on how long you wish to live), butter, salt, black pepper, and a bunch of horseradish (the kind in a jar, or, if you want something for which to congratulate yourself, the kind you grate yourself because you are a dweeb); and mashing the hell out of it all with a potato masher or a big fork or a sturdy wire whisk. (If you have a handheld mixer, electric or manual, you can use that instead and get fluffier-whipped potatoes, but I think we both know you don't have one of those.)
That's it. A big scoop of potatoes on each plate, then a steak plopped down sort of halfway on top of each heap of potatoes. A big glass or goblet of red wine. And, yes, a salad. Time to eat.