I think that would depend on the cut and how it is cooked. For a Bison Steak though a nice red wine sauce would be good or if it is cooked on the barbeque a Blackberry BBQ sauce would be nice. I have personally found though that just cooking a good Bison Steak over an open fire w/ just Salt and Pepper is the best for me.
Anything that goes with Beef will also go with Bison. I like BBQ. If it's a tougher cut you want to cook it low and slow. If it's a steak and you're frying it add some cocoanut oil and sear it in both sides with high heat then turn the heat down. As with Beef the more rare you cook it the better it will taste and the more tender it will be. Unless you're BBQing it. That is two totally different methods of cooking.