I'll second the asparagus....if the individual stalks are big enough, I'll saute it on the grill with the steaks, or if not, in a pan with some olive oil. Certainly not to the point where it's super-wilted and limp....I can't stand it when it's mushy.
I'm also a big fan or sauteed or steamed broccoli - that's another favorite in our house.
Last but not least, I had a fantastic side of quick-steamed sugar snap peas this past weekend at a dinner party. They were steamed just enough to warm them up and that's it - they were still nice and crunchy.
Hope this helps....