Just roast it pretty much as is...
Tie it up with butchers twine... (fold thin end under to make roast approx. same size all around)...
S&P on outside (to taste)...
maybe rub the outside first with some garlic...
I like to rub a little Kitchen Bouquet on it also...

425F oven til an internal temp of 130-135F (let rest for 20 minutes and temp will raise to 140-145F for med. rare)...
I like it rare, so I roast to an internal temp of 115-120F...

Use the pan drippings to make a sauce...
I like to make a port wine reduction for tenderloin similar to this one:
http://www.epicurious.com/recipes/food/views/Roast-Beef-Tenderloin-with-Port-Sauce-240690

If you like it well done...
Get another kind of roast (with a lot of fat), because a Tenderloin will be a dry tasteless piece of, well you know...