If I don't have access to good local bread I try to grab a firm roll from somewhere like Panera or Corner Bakery. It has to be a little tough on the outside but soft inside. For best results scoop out the doughy bits inside the roll and use a decent amount of butter or oil to cook the meat. Separate the fat from the meat in a cut of shank steak and season it lightly, melt the cheese on top of the meat (on a grill or in a pan) and scoop it into the roll with the cheese on the bottom.

Beyond that I'm partial to well done fried onions and any sharp cheese. A traditional steak usually just has cheese with or without onions, but honestly if you want to put something else on there like mushrooms or (preferably long hot) peppers that's your perogative. At the end of the day just make what tastes good to you.