Where in Melbourne are you?
There are heaps of good steak places in Melbourne - not sure where you've been eating but probably not at the right places. You either need to go to a fine dining establishment OR go to a pub with good pub meals. Australia and Melbourne have a pretty crappy mid priced restaurant scene - you either need to cheap it up and get thai/indian go to a pub or go to a nice fine dining place. If you're going to a place that is $15-$25 and it's not a pub meal chances are you aren't getting your moneys worth.
Try buying the melbourne cheap eats guide or the melbourne good food guide.
If you don't like sport/art/music then Melbourne isn't for you, we are sport crazy and probably have the best sports district in the world (MCG, Melbourne Park, New Soccer Oval/Rugby Oval + new stands being built as part of Melbourne park).
The best camparison I've heard is that Melbourne is most like NYC and Sydney more like LA. Obviously they are both smaller, but the types of people you'll find are fairly similar.