I live in New Zealand. All lamb and beef here is pastured, with the exception of a few feedlot operations that produce very expensive marbled beef for the gourmet market and export. Because we don't have crazy subsidies on corn, grass-fed is the cheapest way to produce ruminant meat here.
I have started eating less and less chicken since I started paleo, as almost all chicken here appears to be fed grain-based feed. When I do buy chicken I buy free-range for animal welfare reasons. Same goes for pork -- there are some free-range operators here, though they don't advertise what they feed the pigs. Soon, we may be moving to a more suburban location and if so I'm going to look into ducks and chickens in the back yard for eggs. My partner may not let me kill them though.
Although I don't face the same price difference with grass-fed that Americans do, every now and then I go shares in a lamb carcase with a friend. I've looked into doing this with beef but we don't have the freezer space.
I don't eat a lot of steak-type cuts. I mostly go for fatty, tendonous ones and long slow cooking. I also buy shellfish often as mussels are ridiculously cheap here.
I never ate grain fed beef until I travelled overseas for the first time in my late teens. When I travel I still notice the taste difference.