If they're the big ones (you know, the ones that hid from you until they were ready to take over the world), you can stuff them and grill them. I usually make like a thick spaghetti sauce, slice the zuke length-wise, scoop out the seeds leaving a nice trench which I fill with the filling, and then cover with cheese. Grill for maybe 10-15 minutes, depending on size of the zuke and temp of the grill. Yummy!
Oh, just saw your post on what you have to marinade with. You could brush on some olive oil, garlic, parsley, thyme, etc. or use some seasoning salt or just olive oil, garlic and parmessean cheese. So many ways to go! And, if you want to get away from the grill - there's always zuchinni bread!
Liz