Depending on how much time you plan to spend, the overlooks are the main must-see things on Steens Mtn. I can sit for hours there and be content. If you are adventurous you can hike into the canyons like Wild Horse or Kiger. These are very steep and loose paths, not much more than deer trails. Don't look for 4wd stuff. That mountain is an on-going controversy and land ownership issues are sensitive.
There are plenty of hunter's and sheepherder's camps that I recommend over the signed campsites like Fish Lake. You'll have to keep your eye out for them. There is also a rough road that follows Kiger to the north that eventually ends in cow pasture. Stay on the road, but there are a couple primitive spots in there and some nice lonely walks to the gorge lip.
The ranger station at Hart will give you the best info on the antelope refuge.
Gas is in Frenchglen and Fields. Fields also has some amazing burgers and milkshakes. Rule of thumb is to fill up around half tank. Prepare for pump shock, I think Fields prices per half gallon.
There are a few good Oregon Field Guide segments to watch-
http://www.pbs.org/americanfieldguide/index.html
search for: Steens, Kiger, and Malheur
Word of advice, try not to push seeing a lot in a short amount of time. That area has much to see and travel can be slow depending on your interests. You haven't mentioned Diamond Valley area just to the north of Steens with the Diamond Craters, Pete French's round barn, and the wild mustangs (there is an OPB segment on them). Not to mention Malheur Wildlife Refuge that is a huge north-south expanse (driveable!) with hundreds of bird species and animal life. Many people find it boring but that area is one of my favorite places in the world.
