I love cooking asparagus on my grill as well. I prefer to marinade them before placing them on the grill. I like to use four seasons italian dressing mixed with balsamic vinegar instead and put them together in a plastic bag for about a half hour to an hour before putting them on the grill.
I have been a weber fan for pretty much my whole life but mostly have used their charcoal grills. Recently I decided to splurge a little and bought the Weber Summit Gold D4. I cannot tell you how happy I am with this grill. I know many people with greater expense accounts than me would scoff at...