Châteaubriand; filet of beef
The long, narrow tenderloin muscle is a special-occasion treat. Boneless and so tender that you can cut it with a butter knife, tenderloin often gets roasted whole to serve a crowd (and it's famously used to make beef Wellington). It can also be grilled over indirect heat with delicious results. With the meat's tenderness, however, comes a slight tradeoff in flavor. Steaks cut from the tenderloin are called filet mignon or beef filet steaks.
Try to get a center-cut piece (often referred to as a Châteaubriand) because it's evenly thick from end to end, which makes for easy stuffing and even cooking. It's fine to use the butt end (the fatter end) of the tenderloin. A good butcher should sell you a solid, nicely trimmed piece of meat without any gouges or slashes; the tenderloin is a pricey cut, so don't settle for a piece that's not in good condition. You can also buy a whole untrimmed tenderloin and trim it yourself to save money. Prime is the top grade for meat. Meat that is Prime is well marbled, meaning there's fat streaked within the muscle tissue. Marbling makes the meat tender, juicy, and flavorful. Because only about 2 percent of all beef receives this stamp, prime isn't available everywhere. Specialty butcher shops are your best bet, although some grocery chains do carry it. You can also buy prime meat by mail. But don't despair if you can't find USDA prime. Meat labeled USDA "choice," which is more widely available, will still have the wonderful tenderness that you expect from a beef tenderloin.
If necessary, trim the tenderloin, being sure to remove its silverskin and the "chain," a slender, fatty piece of meat that runs along the entire side of the tenderloin. Before cooking, let it come to room temperature.