Pat,
I really do like pure horseradish; I have a patch of it growing (I hope), and I'll be grating my own some time in the future. However, for dipping prime rib, I prefer a prepared sauce. I think the sauces I've liked best are adulterated with sweet cream rather than sour cream, but I may have that wrong too.
Rosemary: My wife often makes a buffet for Christmas Eve which includes thinly sliced eye of round which has been "marinated" over night in a dry rub mainly consisting of rosemary, salt and coarsely ground black pepper. That is roasted to just rare if I get my way, or medium rare if we have guests who can't take it too pink. It's great hot, but it is also a hit sliced cold and served with a good bread and, for me at least, horseradish.
One of the local supermarkets has untrimmed whole tenderloins in the bag for $4.99/lb....they sometimes even go to $3.99. There's some waste in trimming, and I'm sure these are not prime, but they sure do make good steak Diane!
Chuck