Here's a good recipe/method to start you off

http://www.chef-recipes.com/grilled-vegetables.htm

You can also grill sliced eggplant and some people love grilled Caesar Salad. You cut the head of Romaine in half vertically and grill it until it has dark grill marks on the cut side. You can leave it whole or chop it and toss it with dressing and Parmesan cheese.

Karen