I have always been a fan of using coal. Over the weekend a friend of mine grilled some really tasty chicken legs on a gas grill... The taste was amazing...
I switched to Propane a couple of years ago, but Charcoal kicks it's butt for flavor and pretty much everything else. DD
If you're going to grill gas, you might as well buy an indoor electrical grill or a gas one... but charcoal brings the best taste in food and I would always go with charcoal when grilling.
I use only charcoal but my girl's father recently got a gas grill to go with his charcoal grill. He uses the gas grill for things like burgers and dogs and the charcoal for things like chicken and pork. The burgers and dogs on the gas still don't taste as good as they do over the coals.
No option for electric? Foreman grill? House of Kabob uses gas but nobody, and I mean nobody, can beat their kebobs.
Go gas. Unless you like to spend two hours in front of a grill. If you want a couple of hot dogs for lunch, it only takes 5 mins with a gas grill. Whereas with charcoal, it's just not practical.
I prefer chacoal but use gas. I use wood chips with almost every cookout now though to give it the extra flavor.
If you have a nice cut of meat and aren't needing the charcoal to add flavor, go with gas (IMO charcoal can ruin the flavor of a nice cut). I actually use natural gas to grill. I usually get some nice ribeyes from HEB or Kroger every Friday. I have found the key is to sear for a minute-minute half on both sides before grilling the rest on medium heat. Also, I have found that waiting to add your salt/seasoning till after searing seems to keep the meat much juicier.