Do a search on, "reverse sear". Salt and pepper the steaks, put them on the smoker @ 225ish and apply smoke of choice for about 15 to 20 minutes for 1" thick steaks. Make sure your grill is pre-heated to at least 500 then take the steaks from the smoker and toss em on the grill for a few minutes per side depending on how done you like them. Awesome goodness!!!
I do it all the time too. The key is to not smoke too long and overcook it (we like ours rare). I usually sear mine first, that came from Smoke and Spice, I think, then smoke. Others sear it at the end. I will try that next time to see if I like it better.