The two most common grill types to choose from are Charcoal and Gas but don't forget about Electric and Indoor Electric grills.
What is the difference?
Charcoal Grill Pros:
*Pure charcoal flavor
*Generally less expensive than gas grills
Charcoal Grill Cons:
*Starting the fire may be a challenge
*Tends to be messier and requires more attention than gas grills
Gas Grill Pros:
*Don't require charcoal and are quick to start
*Feature accurate heat controls and tend to cook food more evenly
Gas Grill Cons:
*Typically more expensive than charcoal grills
*Foods get their flavor from smoke instead of charcoal
Electric Grill Pros:
*A great option for apartment and condo dwellers for whom charcoal or gas grills are prohibited.
*A thermostat controls the heat
Electric Grill Cons:
*Need an electrical outlet, so you don't have the mobility of other grills.
*Foods don't have live-fire flavor
Source: Betty Crocker 'Sizzling Grilling'