Filet mignon is a gem of a cut of meat that deserves only the best sauce. This can sometimes make it difficult to come up with a filet mignon sauce fit for the king of meat cuts. You should choose your sauce based on personal or guest preference, and it must not overpower the delicious flavor that the filet already provides.
Think about what it is that you like in a sauce to gather inspiration, but don't be too selfish unless you're just cooking for one. If you and your guests like lighter, less flavorful supplements, begin your search with this in mind. If it's a thicker, more hearty version dense with flavor that your heart desires, focus on sauces in this category. After you've identified a type of sauce, try a few out. Some options include wine, cheese sauces, or a myriad of herbs and spices.
Trying out different sauces that appeal to your appetite may be the most enjoyable part of the process of finding a filet mignon sauce. This is largely because the only requirement is to eat and enjoy. In order to give each filet mignon sauce a fair chance, try eating them in two or three-day increments. By spreading out the testing phase, you will ensure that getting sick of beef is not the reason you aren't enjoying a particular sauce.
If you are hoping to make your filet mignon sauce from scratch, then you need to practice as much as possible. Every sauce from scratch will likely need many ingredients to be tweaked for perfection, and this process requires many trials. If you are using a store-bought filet mignon sauce, you probably won't be heralded as a great chef, but your life will probably be easier.
In either scenario, choosing the right filet mignon sauce can make all the difference in the meal. It really is a preferential choice, with no right or wrong answer, only differences in opinion. One important thing to remember is that a filet mignon is already a culinary delicacy, and it would be a travesty to drown out all flavor with a sauce that is too dense or too generously applied. Be sure to moderate your impulse to drench the meat in sauce, and reserve some beef flavor for all of those lucky enough to partake in a filet mignon meal with your special sauce.