I also have a treated wood deck. I wanted to play it safe, so I bought 6 12" square concrete patio stones, about 2" thick. They're very plain-looking squares, and they're dyed brick red. I don't think the color added any cost, but if you want a pattern, that costs more. They were fairly cheap, I think about $2 US each.
The WSM really fits on 4 of them, but I like having the extra space. I don't care about keeping them beautiful, so I didn't buy a drip pan. When I'm done, I usually stack them up in a corner of the deck.
Today, I actually lit a charcoal chimney directly on the stones. I mean, the only thing between the stone and the chimney was the newspaper that I lit on fire. It didn't seem to do anything to the stones.
I do think the drip pan would be more convenient, because those bricks are pretty heavy. But I've read about people burning down their house with a charcoal smoker, so I went with the bricks. The problem is that the fire on a smoker is very low, so the deck has a chance of heating up to the point of burning.
By the way, I also bought a fire extinguisher before I lit up the WSM for the first time. It might sound like I'm over-cautious, but I'd hate to not have one handy when I really need it. Like a first-aid kit, it's the type of thing you buy and then hope you never use.
--Mick
