I'd like to make it from scratch, but haven't got a clue where to start. What herbs would go well with steak?
You can search for a recipe using "red wine garlic steak sauce".
To invent your own, start with your main ingredients.
Tweak the flavor balance. For example, if you want it be sweeter, add some sugar; more sour, add some lemon juice; more spicy, add some pepper.
Now you can either marinate the steak in it, or reduce it down to become a sauce. Cooking will change the flavors a bit, so don't over spice but leave some room to tweak more after reducing the sauce.
Personally, when using red wine and/or garlic with steak, I'd probably include shallots (careful with the amount if you're also using garlic) and rosemary. I also like celery salt, which I feel is pretty underused by most cooks.
edit: I've used this recipe before and was pleased with the result: