I'd skip the marinade and go with kosher salt and coarse ground pepper. Could also add onion and garlic powder as well. To help it adhere, slather the tenderloin with some Olive Oil or Thick Worcestershire sauce.
As for wood, kind of depends on your personal preference. For example, I love Hickory but I'm not that partial to Mesquite. Therefore, I'd obviously recommend using Hickory over Mesquite :)
I'd smoke it @ about 225 and would pull it out when internal temp reached 127ish. It would end up being on the slightly rare side of mid-rare once it rested.
If you want a nice crust on it, you could do a reverse sear on it and put it in a 500 degree oven or on a very hot grill once it's been smoked. When I've done this, I always went right from the smoker to the high heat but I just read about doing the searing after the beef has rested and I will be trying that on my next roast.
