The grill I learned to cook on as a kid was an old Japanese Kamado. This grill weighed in at about 300 pounds, was made of clay, and cooked like a giant avocado. It was a gift to my parents from a neighbor who served as a commander in the US Navy. He had smuggled it back from Japan on an aircraft carrier, but didn't want to move it again when he was reassigned. Needless to say, those of you who favor a particular piece of cooking equipment, this grill was more than just a fire maker for weekend cookouts. It contained a history, its own particular quirks, which is the best feature of an outdoor cooker.
Before this grill finally fell apart (those early Kamados couldn't take the heat) those who saw it were completely mystified. No one had seen such a grill before. Now there are at least four companies that I know of who make them. Because of the growth and popularity of outdoor cooking, as well as internet attention to regional styles and equipment, one can find a various collection of outdoor cookers from all over the world. This is helpful in finding whatever you want despite where you live. The down side to so many options is that it results in confusion. So let's take a quick look at the major types of cookers out there.
But before we start, I would like you to think about how you think about outdoor cooking equipment. There are cheaper models of grills and smokers usually sold near the garden shop of hardware and department stores. They sit next too lawn mowers and weed whackers. There are expensive units sold exclusively through kitchen design and patio shops. The difference between the two is the way the consumer thinks about this stuff. To some people a grill or smoker is a gadget that you buy to place in the backyard for occasional gatherings. To other people these devices are appliances that are used to prepare large meals frequently. Gadgets are designed to do the basic job and appliances are dependable cooking equipment that work well and can be relied on to turn out a great meal every time. Gadgets don't last very long, aren't taken care of, and are often replaced. Appliances are regularly cleaned, maintained and can last for decades. What are you looking for?
Grills Grills are really very basic things, a heat source, a cooking grate and a box to surround it all. Grills can cost $30 or they can cost $30,000. Gas Grills are the most popular type in the United States. Here the heat source is a single or set of gas burners, either propane or natural gas. The burners sit under a barrier of steel, cast iron or ceramic briquettes that in turn sits under the cooking surface which is open to the flame (usually) and made of anything from cheap steel to high grade cast stainless steel. If you are looking at an American style gas grill then it has a lid which holds in heat and lets you roast as well as grill. If it's an Australian style grill then there is no lid and all you're cooking is directly over the heat.
Outside the United States the most popular grill is charcoal. Of course many Americans prefer charcoal too, because the flavor is more authentic and you can do things with a charcoal grill you just can't with gas. Of course the debate over the convenience of gas versus charcoal's flavor may never reach a conclusion. Charcoal grills tend to be smaller than gas and are designed to hold in heat and let you control the flow of air. Gas grills are open to keep gas from building up inside and causing an explosion (don't worry they are very safe). If you don't want either there are electric grills but they are a very small part of the market and usually are only found on patios where open fires are banned by law. Electric lacks the flavor and authenticity of the others but might be your only option.
Now there are a lot of not so typical units out there. The Kamado cooker that I grew up with has been reborn under names like Big Green Egg, Grill Dome and Primo Grills. These large, heavy ceramic grills, usually charcoal, can do most anything. Because of the vents and design you can smoke, grill, roast and bake on a Kamado and these modern grills last for decades is you take care of them. Of course you pay for that versatility and durability. You can also find something called a pellet grill. These grills also smoke and grill. They use hardwood pellets, leftovers of industrial wood production to produce heat and smoke to give you authentic fire cooked foods. But these units can also come with temperature controlled feeders that hold the fire at a specific temperature for hours. So you get authentic flavor with the convenience of electrical appliance. Once again you pay for it though. If you are looking to spend under $300 you won't find one of these.