I BBQ so much I once had a neighbor ask me if I get up in the morning and make my eggs on the grill.
Eddy's first post is just about exactly my technique.
For fish, particularily delicate fish like sand dabs or dover sole, I use that new non-stick foil ( I used to use regular foil with PAM), make it into a shallow pan, pour a little melted butter, herbs, white pepper and lemon juice squeezed over them, then put it on the grill for about 10-15 minutes, until you see the edges lightly brown and sauce bubble. For thicker fish, I'll grill directly if it is something like swordfish or a salmon steak.
For wood smoke flavor, I have a cast iron box with slots in the lid. You add soaked wood chips and set it below the grill right on top of the grill that covers the burner (if yours has one). My Weber has the flavorizer bars that are just above the burners.
Indirect heat is where you turn all but one or two of the burners off and reduce the temp, close the lid, and let the convection of the heat cook your food.
Also, most commercial sauces have a lot of suger in them. When BBQ'ing things like chicken or ribs with store bought sauce, first cook them to about 75-85% BBQ'd without any sauce. Then add sauce to the top side of the meat, reduce heat 50% and turn every few mintues, basting the turned side. This will keep the sauce from charring (carmelizing, actually) and make the meat moist and the sauce glaze.