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Trust me, NO cedar right in the fire. If it's far enough away to smoke, like the planks some put salmon on, it's okay. Tastes like resin, only worse. I'm a Texan at heart and grill only on pecan, hickory, oak and some fruitwood chunks when I want to get fancy. I'm of the huge grill/smoker school, low and slow. DH is more of a Weber fast griller, I'm more the smoker. 
Redcatcher, I just caught on that you're using a gas grill. Given that you're not grilling over just wood, you can use any fruitwood as an accent smoking flavor. Nice and subtle addition of flavor.
For marinades that are fast? I use homemade oil and vinegar salad dressing, with lots of spices.