I use a stone, an old one. . .
Jeeze, I got this baby from my aunt in Michigan about 25 years ago. It is high-fired stoneware, the surface plate at least 1/2 to 3/4 inch thick and the bottom has two raised, wide ridges to keep the thing from warping. This has been residing in the bottom of my oven and works as a heat sink when I am not cooking directly on it. Does not smoke, as I have never put anything on it to season it, like oil or grease. It has turned black/blackened with age and use. Has some stains on if from bubbled over sugar/juice from pies baked on or above it; I just try to wipe most off carefully off when hot and I have never had problems with it smoking unless it was just after cleaning off sugar from it. We carried it home from my Aunt's in a VW Vanagon, placing it on the rear deck (over the engine) under the rear deck cushion.
This thing is VERY hefty and needs at LEAST 1/2 hr preheating to get a good cook and crust. If I bake bread on the stone I will place the bread directly onto the stone with a peel after this pre-heat, but later cooked loves have a much better oven spring and bottom crust, as the stone has been heated well over an hour and a half.
I usually make pizza in a rectangular 1/4 sheet pan (jelly roll style pan) placed ON the stone and then slip the pizza out of the pan directly onto the stone during the last 10 minutes. My crust is wonderful. With the pan method, I can get quite a thin crust and no one complains around here; they just scarf as fast as possible and fight over the leftovers.
I, too, have large griddles of cast Iron, but I don't use them in the oven because the seasoning would burn off . I also have a round and an oval soapstone baking griddles --I should probably try those for oven bread baking. I know the soapstone is great for stove top baking of pancakes, english muffins, scones and the like. Be aware that the soapstone will totally blacken when cooked upon and this will in no way effect the way it cooks, but if you want pretty, don't go for soapstone. Myself, I like the way it blackens, very soft and buttery looking.
Some one once gave me a Pampered chef stone a long time ago, but it promptly broke the first time I used it so I got rid of it. I probably did something to thermally shock it, and the stones at that time were pretty thin. Maybe they are thicker now, and less prone to shock cracking.
As for the steel again, I have considered getting a thick piece of steel to try cooking on, but I cannot really justify the cost. Now if someone gave me a piece of raw, untreated steel, that would be a different thing; give me a new gadget anytime!