I do use a few briquettes in my smoker box on the grill, mostly for keeping the wood smoking. I don't like having the box directly on the burner, eats the wood too fast.
If your burning propane, that should get you the ring. Here is a link to Richtee's post about smoke rings.http://www.smokingmeatforums.com/for...40270#poststop
"Most barbecuers use either wood chips or logs to generate smoke when cooking. Wood contains large amounts of nitrogen (N). During burning the nitrogen in the logs combines with oxygen (O) in the air to form nitrogen dioxide (NO2). Nitrogen dioxide is highly water-soluble. The pink ring is created when NO2 is absorbed into the moist meat surface and reacts to form nitrous acid. The nitrous acid then diffuses inward creating a pink ring via the classic meat curing reaction of sodium nitrite. The end result is a "smoke ring" that has the pink color of cured meat. Smoke ring also frequently develops in smokehouses and cookers that are gas-fired because NO2 is a combustion by-product when natural gas or propane is burned
In an electric smoker...charcoal will help with the ring.