Hey Steve,
Doesn't look like anyone is going to answer so let me jump in.
Here in Virginia we get some really nice big sea scallops. I like to coat with butter or olive oil. Sprinkle with Old Bay seasoning. I like to smoke 'em just until they are nice and firm @ about 250-275*F, foil covered water pan, no water. You don't want to give 'em too much smoke. Something light like apple or cherry wood would be good. You will need some kind of mesh on the cooking grate to keep them from falling through, or one of those grill wok thingies works.
Another good way to make 'em is to coat with butter or olive oil, spinkle with Old Bay, wrap with bacon, hold with toothpick, and grill over high heat until the bacon is done. That is very good. I have also fried some after smoking, rolling in seafood breading and pan fry. That was pretty interesting.
Main thing to remember, as with all seafood, is do not overcook or you could end up with leather. I have also made them with Asian flavors like soy sauce, ginger, honey, garlic, green onion and a touch of dark sesame oil. Yum! I hope these suggestions help.