Let me introduce you to my new grill. Yes, it's charcoal, not gas, so it takes longer, but boy does it do a good job! It's a Weber of course - when it comes to these kinds of grills they're definitely the best bang for your buck. I got mine off craigslist for $25 after a few months of patient searching.
I use a chimney starter to get the charcoal going. There are two main reasons for this: 1) to avoid the chemical taste which comes from using lighter fluid and 2) it concentrates the heat and causes all the briquettes to light evenly, ensuring that I will have consistent heat across the grill.
I set up the grill for indirect medium heat. There are a few chunks of hickory in there too.
They're about half-done in this photo. Notice the drip pan - I had to put it down there because these things started dripping like crazy midway through the cooking process!
Here's the grill being prepped for the tri-tip steak. First I do direct high heat to sear the steak, then move it off to cook indirectly for a while.
There it is! The cajun makes a great seasoning, and it turned out pretty much perfect. The final stage for these tri-tips is wrapping them in foil with all the juices, and placing them on low in the crockpot overnight. Talk about tender!