I second the beercan method. Yum! It's pretty easy and incredibly moist and delish. My tummy is grumbling just thinking about it.

There are many ways but you have to have a hood on the grill. This is my alltime favorite way. It is fun, too. Note that it calls for wood chips to add a smoked flavor of traditional BBQ, however it is delicious without it.
http://www.barbecuebible.com/featured/recipe/basic_beercan_c.php