We've been doing a lot of smoking lately on our gas grill. Thus far we've done brisket and pork shoulder and loved every minute of it.
A few tips for smoking (okay, we're learning here too!):
1) Slow and low, if you didn't already know that
2) Tin foil is your friend - if you place the meat right over the coals or grill, you'll have a tougher outer skin
3) Soak your wood chips overnight and put a plate ontop of them to make SURE they all soak
4) Make tin foil packets and punch holes in them with a fork
5) Don't mess with it. Even if you use a mop (sort of like a marinade), don't go in every few seconds to put it on. Let the juices cook and smoke flow.
6) Don't let it get to hot - use a rock to crack your grill a bit. It's okay.
The smells are AMAZING. I think the whole block was drooling when we did our brisket!
Thus far, the brisket had the best flavor. We used a spicy rub (lots of chili pepper, garlic, etc) after letting it "soak" in 1/2 gallon of apple cider vinegar. We used apple chips, and when you bit into it, you immediately tasted the slightly sweet taste of the apple but were countered with the spicey rub. It was AMAZING.
The pork shoulder was great too - we used a mustard rub and let it "soak" in a rub of brown sugar, garlic and pepper. We used a mop for this one - vinegar, ketchip, sugar and pepper. It was REALLY good too, just not as great as the brisket.