Daniel and I are buying our very first grill together on Saturday. (yaaaaaaaaay!)
Gas or Charcoal? Granted, it takes extra time and makes more mess, but I'm a charcoal/wood guy all the way.
If you grill with charcoal, and use various wood chunks for their added smoke flavors, marinades aren't even needed for beef, pork, or chicken. Depending on the flavor you are going for, good smoke woods include hickory, apple, oak, and mesquite.
If you are getting a gas grill, I believe many of them can be equipped with a device that allows you to add wood chips down into the flame area, supposedly getting the same smoky benefits. (I have no exp. with this, don't really trust that it would taste the same, but I'm obviously biased!)
my dad loves to grill salmon on a plank of some kind of wood, and he rubs the salmon in mayo and dill.
I've done this with salmon on a plank of Cedar wood, it is very good, but I season the salmon with olive oil/salt/pepper/lemon, I'm not a fan of either mayo or dill.
One more tip I got from a friend of mine who's a professional meat cutter. For steaks, remove them from the fridge about 1 hour before grilling, let the steak reach room temperature. I really don't know how or why this works, but steaks stay more tender and juicy this way. No more than 1 hour, you don't want an E-coli event!