Thought for a second this might be a tuna-fish-salad question, but since it's actual tuna, my vote goes to Reed's in the Gateway center. The tuna steak was about 1.5" thick, outside seared, inside raw - delicious.
eddie v's tuna steak w/ pico de gallo is badass... i have heard that Roy's has one that is better, but haven't tried it or the one at Truluck's.
For a cheaper alternative, the italian place on west campus, Picollo/Tony's Vineyard (29th and Rio Grande) has a really solid one for about $15 bucks. That place has the worst location I can imagine, but their food is really damned good.
On this subject, the fiancee and I had the tuna at truluck's the other night - it might actually have been better than Reeds. It was sesame coated, and came on top of a peanut soy sauce that was fantastic. As with any good tuna steak, the outside was seared, and the inside was absolutely raw.
If you can, try it. Not terribly expensive, either - about $20. We split the entree, and had a salad each - excellent dinner, plenty of food, cut the cost a bit. Very nice evening out at Trulucks