I was terrible at it, but I got very lucky. During a TDY to Incirlik, Turkey, I was tented up right next to a bunch of RAF Aussies. They grilled every single day, and over a period of four months, gave me a primer in fine art of cooking with fire. The good news is it's a skill that everyone can develop. The bad news is it usually takes a mentor, and self-teaching without one takes a tremendous amount of dedication and patience. It's gotten better with the new wave of high quality cook books over the last 15 years, by people like Bobby Flay and Alton Brown. (you might not like Bobby's attitude, but his recipes are hard to argue with.)
But if propane gets it done for you, then I say grill on!
I used to live in incirlik as a kid. I think 88-90. Then 90-92 at Lakenheath.