A good alternative to a grill is the broiler. mmm.
And juppy - you're absolutely right. The same rationale is also used when baking cookies. (mmm cookies).
I prefer dry rubs over sauces. A little cajun seasoning for color and kick, and some Mrs. Dash "no salt extra spicey" mix. I used to like McCormick's "spicey montreal" seasoning, but it has too much salt.
I also have some random dry rubs that my cousin sends me every now and then.
Dinosaur Bar B Que is my favorite sauce/cajun spice brand these days. I don't remember why, but I concluded that the ingredient lists are better than others. I recommend the cajun seasoning and the wango tango sauce. My fiance loves the Mojito and we both love the Creole Honey Mustard for chicken.
Sarge - sorry if this is a hijack.