Buffalo steaks are great. I would put then on a grill and cook them the same way you cook a beef steak. Same temps for rare, med rear etc. The have a similar texture to beef but I think a much better flavor and a little less fat.
If your getting them from a local butcher pick his brains. I was given a roast to try quite a few years back and when he gave instructions on how to cook it I gave it away. Am curious on how yours turn out and what ya did.