This is from Cook's Illustrated. You take some aluminum foil, and punch some holes in it. You then soak some hickory or oak chips for 10-15 minutes. Put them on the perforated foil. Prepare the salmon with the rub (see below) and place skin side down on the chips. Get the fire as hot as you can possibly get it (let the gas grill heat for at least 15 minutes. Then, grill the salmon for at least ten minutes.
You get a hint of smoke, and the salt/sugar/pepper mixture is just the right amount of spice. Best of all, there is zero grill cleanup because the fish never touches the grill grate.
I've made this dozens of times (the wife loves salmon) and it comes out the same every time.
Wood-Grilled Salmon
Ingredients:
1½ tsp sugar
½ tsp Salt
¼ tsp Pepper
4 skin on Salmon filets each 6 to 8 oz & 1¼ inches thick
1 tbls Olive oil
2 cups Wood chips soaked in water for 15 minutes
Directions:
1. Combine sugar, salt, and pepper in small bowl. Pat salmon dry with paper towels. Brush flesh side of salmon with oil and sprinkle with sugar mixture. Use heavy-duty aluminum foil to make four 7- by 5-inch trays. Using tip of knife, perforate bottom of each tray. Divide wood chips among trays and place salmon skin-side down on top of wood chips
2. Place trays with salmon over hot fire and grill, covered, until center of each fillet is still just translucent, about 10 minutes. Remove trays from grill. Slide metal spatula between skin and flesh of fish and transfer to platter. Serve.