Grilling Basics:

I think grilling is one of the best ways to cook.  It is a simple and easy way to cook food that can add another layer of flavor and texture.  There are a few basic things you need to get started.  First off is a grill, Charcoal or gas, The fuel medium is comletely up to you and your personal preference.  I prefer natural charcoal, the smoky flavor, and high heat it produces are great for getting a good char on the outside of your food.  Propane or gas is good, because it is quick and easy to use.  Especailly if you are cooking for a small group of people, or only have a one or two things to grill.  Using natural wood is good too, especially if you plan on cooking for a while, a friend of mine owns a restaraunt with a wood burning grill, and I had a alot of fun working that station, and enjoy the flavor the wood adds to food.
Some basic tool that you need are a grill brush, a spatula, and a good set of metal tongs. 

•      Grill brush- a long handle that is easy to handle and with wire brushes.  the brilo pad stuff that some brushes come with is good for a little more detailed cleaning, but a good stiff wire brush will get most grills clean. 
•      Spatula- I prefer using a restaraunt grade spatula that is long and flat.  A decent fish spatula is good too.
•      Tongs- Edlund is a company that makes industrial grade kitchen equipment. I think they make the best tongs ever.  My personal pair is a set of 18 inch tongs with clam shell or scallop tips. These tips make it incredibly easy to pick anything up with out fear of dropping or mangling the product.   
•      Spray Bottle- Misto is a good brand, these are aerosol cans that you pump yourself.  These are great because you can fill them with whatever liquid you want.  I like to keep one filled with olive oil and use it whenever I am cooking.  Oil is very important because it will help prevent your food from sticking. 

If using a charcoal grill, a Chimney starter is essential.  My mother in-law gave me one and it is one of the best things ever!  With just a wad of newspaper, and a match you can get a grilll full of charcoal primed and ready to go, I like to get charcoal started like this, then add some wood chips or chunks to the coals. 

The grill set up that I am currently using is a Weber Performer (thanks Norman and Marcia), with a cast Iron grate (thanks Mel), and I love them both.** I have never had any problems with a Weber grill, found the first one on the side of the road, and used it for almost three years.  The Performer has an option for a gas starter, and comes with charcoal grates for indirect cooking.   The cast iron grates get hot enough to get a good sear on the outside of a piece of meat.  The company that makes the grates I am currently using offer several diffent options to maxime your outdoor cooking oppurtunities.
One difference between the steak you buy at the local market, and the one you pay for at a restauraunt, is a good sear, proffesional kitchen equipment gets much hotter than domestic equipment.
A common mistake a lot of people make while grilling is moving the meat constantly, and not leaving the food alone! Getting a good char, it is going to take a little time. I understand that constantly flipping a steak will keep it juicy.  But this can be accomplished by not over cooking your food in the first place, then you get food with a good char, and it is flavorful. 
 
** http://www.weber.com/explore/grills/charcoal-series/performer ,
*   http://www.cast-iron-grate.com/ ,