Depends on the cooking environment, Bob. Using the WSM, I use wood chunks (like is advised in the instructional portions of the site here). But, when grilling, I'll use wood chips in a cast-iron smoke box.
If you use the Minion method, chunks work especially well by varying the depths at which you bury them. If you light a full ring of coals, you might have to add chunks later in the cook.
I find with grilling, your meat tends to be on for a shorter time, so you need the wood to smoke more quickly. I usually reverse sear, so I get some decent smoke from the smoke box. If I grill directly over the coals, I throw some soaked wood chips directly on the coals.
Hope that helps.