I have had success smoking duck (farm raised not wild) with the following preparation.
1. Clean carcass of excess skin, fat, rinse, and pat dry.
2. Prick the breast skin repeatedly with a fork. (Allows fat to render out, improving crispiness of skin & texture).
3. Allow to rest in refrigerator overnight uncovered (this dry's the skin to further aid crispiness).
4. Prepare BBQ for high heat cook (about 325). No water in pan.
5. Rub the breast portions with Sesame oil, or butter, and apply a mild rub if desired (don't go crazy with it).
6. Either Stuff an orange in cavity, or butterfly, (note: ducks are tougher to butterfly because the breast bone is much tougher than a chickens. Ducks actually fly = bigger bone structure.)
7. Place a pan on lower grate to catch drippings if you want to make a gravy or sauce with the drippings (a l'orange or other.) Its easier with a pan on grate. However its possible to scavenge the drippings off of foil, but you must suspend it above the water pans bottom surface or drippings will burn.
8. Place bird on upper grate of WSM, breast up, and cook to medium rare about 1 hour (depends on size of bird).
9. Rest for 10 minutes after pulling off cooker. Carve the breast meat into thin slices with a bit of skin on each slice. Serve the leg quarters whole.
10. Save the wings, back, drippings and carcass for broth / soup if desired. There's not much meat on them and its tough to access.
I've always enjoyed Cherry as a smoke wood with duck. It gives the bird a nice red colour and flavour.
Bon apetit.
p.s. I like Norm's suggestion of trimming bones out before cooking, since it cuts down on carving mess later.