Veggie foil packets are wonderful. You can put pretty much any fresh veggie in a foil packet with a little butter or oil and some seasonings. Throw it on the grill and soon you have a lovely serving of veggies. You can also experiment with different sauces -- soy sauce, orange sauce, barbecue sauce or squeeze some lemon or lime juice on top. Add some sesame seeds or toasted almonds for a little texture if you wish. Some of my favorite veggies to use this way are broccoli, squash, zucchini, peppers, mushrooms and tomatoes.
Here's a fun mix: http://chicagofoodiesisters.blogspot.com/2012/05/orange-sesame-grill-veggies.html