If you are using a big outdoor grill, they sell a little basket you can put the fish in. Plus, depending on what type of fish you can use cedar planks, etc.
I would say your best bet, when starting out, is to buy a couple of small fillets and just experiment. I honestly use a George Foreman and haven't adventured too far past Salmon (since I liked it so much). The only other thing I have tried is Ahi Tuna.
Would suggest also to look at the Food Network website and see if there are any Bobby Flay, Alton Brown, etc. episodes you can watch.
Good luck and please share your results.
Every song can't be an anthem
Every choice can't be a chance
You can sing the blues if you choose
But sometimes you just gotta dance!
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