Here's a very effective yet inexpensive method of bringing that "wood smoked" flavor to your had grill:
Buy wood chips of your choice (I prefer apple and pecan) soak then in water or run water over then in a container, empty the wet chips into Heavy Duty Foil, wrap up and one holes using a fork. Place under your grates and you will now have thick plumes of smoky goodness flavoring your meats!
I've been doing this for years! Works fantastic.