Most game meats are much leaner than farm raised meats.
For steaks I would probably marinate in a oil based marinade for awhile and grill them pretty hot, whether you do it over coals or in a cast iron pan. You can use whatever flavorings you like, might want to keep it pretty basic like garlic and pepper in olive with a bit of an acid (worchestershire sauce, lemon juice, wine, etc.) Typically you want to cook on the rarer side, the more well done the more tough it will be.
For game meats I typically prefer the more pot roast type of cuts or things meant to be braised (cooked in liquid).