Meat at Whole Foods or Fresh Market seems kind of overpriced. When I’m shopping for steak, I usually just go to a regular old grocery store, but it has to be a big and well-trafficked one. If lots of people are buying stuff, the fresh foods sell out more quickly instead of sitting on the shelf. Then, just look for good color (it should be bright and vibrant) and marbling.
There’s an episode of Good Eats called “Tender is the Loin.” Alton Brown recommends that you buy a whole tenderloin at a big discount club like Costco or Whole Foods, and trim it yourself. The episode used to be free on youtube, but now it’s $1.99, bleh. But anyway, it shows you how to cut up a whole tenderloin properly, with recipes for the different cuts of meat. Unless you have a big family, it might not make sense to buy in bulk like that, but it was a pretty comprehensive episode.