cast iron, and as heavy as you can lift

These used to be refereed to almost exclusively as bacon presses. There are a million models. Cast iron and as heavy as you can get is best (read up on keeping cast iron skillets, the theory is the same). But, I would never use them on a steak, your just gonna push all your juices out i.e. dry out the steak.

Hm, if the heavier the better and that'll serve to push out juices, what is the function of one of these things? When would one want to use it? I see them used in restaurants on burger patties but isn't that similar to using it on a steak...it'd squeeze out juices?

I just use these when making grilled cheese sandwiches. Seriously, what kind of features are making this a difficult decision? If you're unsure, go outside, find a brick and wrap it in tinfoil. Free bacon press!

Cooks Illustrated did a review of these for a grilled butterflied chicken recipe and the winner was a foil wrapped brick. It's cheap, easy to clean, won't rust, and it was the heaviest by far. We have two bricks that live in our grill full time and they just get pushed to the side when not in use.

I've actually done that brick thing. Works really well.