I like broccoli, cauliflower or brussels sprouts mixed with mushrooms and grilled in a heavy Weber basket. Oil (olive or sometimes toasted sesame) the mushrooms first, cut up the vegetables (sometimes I'll lightly steam the cauliflower) and toss them with some oil, salt, a pepper flakes, and then put everything into the basket over a medium to medium-low fire and put the lid on. Cook at least 15 minutes (I like the vegetables fairly soft) and stir fairly often to keep the char even.
When I grill tomatoes for my wife I cut them into thick slices, salt them, and let them drain for at least 30 minutes to draw out the excess water. Then oil them, add a little pepper and grill them over direct coals.