What should I cool tonight for a side, we are grilling steak and shrimp?

Veggie skewers of zuchinnie, onions, cherry tomato, and yellow squash.
Rice; baked potato, corn on the cob with lime and seasoning salt;

A mixed salad or grilled radicchio. http://www.epicurious.com/recipes/food/views/Grilled-Radicchio-Salad-with-Sherry-Mustard-Dressing-239085

I always like a green vegetable with any meal, and right now there are so many in season. You could grill some asparagus. Sautéed broccoli rabe with spring onions and green garlic would also be delicious. And while you're grilling the steak, you could stick some baking potatoes into the coals to cook.

I meant cook*