I recommend seasoning a steak right before it goes on the grill. I use coarse salt—kosher or sea—and freshly ground black pepper. I don’t season the meat hours ahead because the salt would draw out some of the juices (this is not a problem when you season a few minutes ahead). I prefer to season before rather than after grilling because I find that grilling steak with the salt and pepper helps give it a crisp, savory crust.
As for letting the steaks warm to room temperature before grilling, I don’t. It’s dangerous to leave meat out at room temperature and you’ll never observe this practice in a serious steak house. When you’re grilling a steak over a 650° to 800°F fire, a steak cold out of the refrigerator cooks in virtually the same time as a steak at room temperature.