I have cooked pan-less in the WSM a number of times. All chicken so far, though, and still experimenting. One method I've used is to build the fire on the lower cooking rack instead of on the normal charcoal level, and to put my chicken pieces on the top cooking rack. Yes, this would be grilling IF I let the heat move up. I've done it both ways - with the fire in the regular place and on the bottom cooking grate; I've kept the heat pushed down to 230-240 or so and cooked my chicken over about 3 hours, and I've run it full blown open to smoke/grill my chicken at much higher temps, whereby it was done within 30 to 45 minutes. Yes, you'll get some flareups in the fire that will help make your temps more temperamental, but temp is still controllable with the vents. They'll probably need to stay only about a third open or less, and you'll need to watch it more closely than if you were using the pan with either water or sand. If you do a pork LOIN, think about brining it first. You won't be sorry.
I've not tried a butt or brisket "direct" on the WSM yet, but I've thought about it... I'm comfortable at this point with the extra care it takes to watch temps when you're cooking chicken "direct" in the WSM, but just haven't quite gotten determined enough to dedicate the 18 hours or so that I think a direct butt would need the first time I try it. I'm too spoiled to running a brisket and butt in the WSM in the regular WSM-Minion-water-or-sand-in-the-pan way whereby I actually get to get some sleep. /infopop/emoticons/icon_wink.gif
Over the last 25 years we've cooked (or helped cook) in dirt pits, brick or concrete block BBQ's, 1/4-inch steel offsets, huge converted propane tanks, miscellaneous barrels, a well-worn ECB that fought back more than ANY of the rest, and, for the last year, a wonderfully cooperative WSM. I'm sure there are those somewhere who would say that I've never cooked "real" BBQ, based on the traditionalists' definition of real BBQ. Well, I don't know, but we've sure done a lot of fine-tasting cooking with charcoal or wood fires over the years, and, with the WSM's help, I get to do it a lot more often! /infopop/emoticons/icon_biggrin.gif
Keri C
Smokin on Tulsa Time
(who sometimes goes off on a tangent and writes a book instead of a post...) /infopop/emoticons/icon_rolleyes.gif