Tenderloin is very tender and not too high in fat. As a rule, the more fat, the more flavor. This is why you will see Filet Mignon usually served with a sauce while Strip and Ribeye steaks are often served only seasoned.
For a lean steak, I enjoy Rumpsteak when I can find it. I give it a few whacks with a kitchen mallet, season it up nice, and pan sear it. It's a little chewier than the premium cuts, but it's cheaper, leaner, and has a nice flavor.