I have a Calphalon grill pan and love it. I do have an outside grill, but find that the grill pan gives me almost the same flavor (and with better temperature control.)
I typically get it very hot, sear the meat on both sides and then toss the pan in the oven at 350 until I reach the desired doneness.
Only problem is that the pan is virtually impossible to get completely clean no matter what I do.