Try it 'cedar planked'. Go to the hardware store and find yourself a cedar board or shingle - make sure its untreated - wide enough for a big slab o' salmon. Cut off a long enough piece and soak it in water for at least 3-4 hours or overnight.
Fire up the grill, put your piece of salmon on the cedar plank and put it on the grill, closing the cover. Reduce heat to low or medium depending on your grill heat. The idea is to get the bottom of the plank starting to smoke.
Check the fish and remove it, plank and all, when its done. The plank keeps the fish moist, protects it from direct flame, and the wood and little bit of smoke adds nicely to the flavor. And you can use it as a cutting/serving board!
I dont marinate fish prior to cooking, I find the salt in most marinades robs the fish of a lot of its moisture. I like to make a homemade teriyaki glaze with brown sugar, real chinese soy sauce (look at the ingredients list for soybeans instead of wheat), green onions, garlic, ginger and sesame oil. Simmer it in a pan until its maple syrup consistency and paint on the planked salmon.
Another excellent recipe requires very little work. Cold sugar cured salmon.
Take a boned salmon filet with skin still attached. Rinse and pat dry. Put it in a large ziploc bag. Add equal amounts of coarse kosher salt and sugar. You can vary the 'sugar' to be white, brown, mollasses, honey, etc. I use brown sugar with a squirt of honey. You want to completely coat the fish and then some, so several cups of both for a large piece of fish is recommended. Add some green herbs if you have a taste for them...dill is good with salmon. Zip the bag, put it in a shallow pan or dish that allows the filet to lay flat. Put something large and heavy on top of it like another same-size pan with a 16oz can or something else you have inside the fridge like a big bottle of ketchup. You just want to put some pressure on the fish and squeeze it a little bit. After refrigerating a good 10-12 hours, remove from the fridge and drain out the liquid, there will be plenty. Add a little more fresh salt and sugar if you're not getting good coverage and put it back in for another 12-15 hours for cuts under an inch, 15-20 hours for thicker cuts. I usually use a 12" piece from the tail of the salmon thats not terribly thick. Remove from the fridge, rinse the filet and pat it dry.
Slice thinly on a bias and serve with toast or crackers, and cream cheese with green onions. You can also use it in recipes for salmon cakes, salmon croquettes, and soups. Lilghtly sautee some and serve it with bagels, cream cheese, thinly sliced red onions and scrambled eggs for breakfast. The salt/sugar combination removes a lot of the liquid from the salmon, cures it, keeps it relatively stable and safe to eat while refrigerated, and it'll last a week or two in the fridge once prepared this way. Yes its raw, but it has more a consistency of gravlax/cold smoked salmon without the smoke flavor.
This method works with a number of types of fish.