grill fundamentals
I like to think I know a bit about grilling, so I'll chime in
If you are going to be grilling, you need a very hot flame. Hot as in hotter than a 50Kbtu burner can give you. This is what will give you the nice dark outside on a steak with the pink insides.
I highly recommend something with a sizzler -- this is an optional part on the grill that simply heats up MUCH hotter than the rest of the grill. I use this to char the outsides of my steaks and then I move them to the lower heat section of the grill to get a uniform pink on the inside. This not only gives that flavourful exterior (especially with rubs etc), but also seals in the juices.
Keep in mind, I cook thick steaks. If you are cooking thinner steaks, a hot flame is even more essential, as with a lower flame by the time you get the outside of your steak charred, the inside is shoe leather. For me, a bit of charring is essential to a proper steak. Of course, you can always pan-sear your steaks on your stove to seal them, but it;s not the same.
Also, if you want to grill vegetables, a high flame also comes in handy. You can have the grill flavour, but still the snapping freshness of your peppers with a high enough heat.
Of course, a grill with a sizzler is not going to come cheap, but if you're serious about grilling, it;s a must on a gas grill. Take a pass on the side burners -- you will rarely use them, and real estate next to the grill is at a premium -- plates, salt, spices, and of course, your trusty beer(s).
For serious charcoal/wood grillers, remember you will generally need two heat zones -- one for searing/grilling and one for cooking. This means two piles of coals, one hot and one crazy hot. This rules out a small drum grill set. A larger drum (ie: oil drum) will work well for this.
If you are looking for a good grill, try looking at Patioworx in Sosua, owned by Dave Hall. I bought myself a grill there for my birthday and have been very pleased with it. Was it cheap? No it was not, but I get a hell of a lot of use out of it, and I'm not your average griller.
If you're just looking for something to cook with outside instead of inside, pretty much any grilll will do. But there's so much great information out there on grilling, so many good recipe's that it's a shame to limit yourself by cheaping out on your primary tool. Especially with the DR's 12 month grilling season!