Smoked food is wonderful, but most folks don't have room for or just don't have a smoker to do it with. A little tinkering got my good results with my gas grill.
Cast iron smoking box, apple wood chips.
Aluminum foil, meat thermometer, soy sauce, worsheshire sauce, olive oil, garlic, onion, chili powder, cayenne powder, black pepper, red wine, pork shoulders (substitute salmon, ribs, half-chickens...).
The smoker box with go under the grate right on one of the burners. You need to be able to turn on only one burner, and very low at that. Most grills go from OFF 90' to HIGH then 90' to LOW, but low is still too high - however they control between 0 and high between OFF and high so you can get the grill to produce the small flame we want. Fill the box with wood chips and top off with water (to the top!) and let it sit. Now the grill needs to be weatherproofed, stuff large holes (rotisserie ports, back vent, ect) with aluminum foil so the smoke can't escape. Usually there are a few small holes that a meat thermometer probe will fit through nicely, add the thermometer.
Now that the hardware is ready, you need to prepare the meat. Usually I brine it, but one can also rub it down with chili powder, garlic powder, onion powder, cayenne powder and black pepper (proportions to your taste). To increase the falling apart goodness of the meat you can add fresh pineapple or meat tenderizer, these have enzymes that break connective tissues apart when heated. For the brine you mix about a cup of wine, cup of soy sauce, 1/4 cup of worsheshire sauce and spices (to taste). Soak the meat in the brine or rub it down with the rub and leave it overnight in the fridge.
In the morning make a boat out of aluminum foil several layers thick and apply a little olive oil to make it non-stick. The boat catches any fat that drips and prevents flareups, which is critical because you can't pay close enough attention to intervene for the hours this is going to take. Put the smoker box on the burner, replace the grate and put the boat with meat on it on the grate. Start the burner under the box and run it as low as it can go. Monitor the thermometer, you should be running the air/smoke inside around 180'F and never higher than 210'F so the meat doesn't dry out (for fish go lower, 140-150). You can set an alarm on a digital thermometer. There's little harm if the fire goes out, just re-ignite.
Flip the shoulders every hour or so and refill the smoker box when it stops producing smoke. When the temperature goes up that usually means the chip box has dried out, add more water. Keep this up for 6-12 hours depending on the size of the piece of meat (I work in the garden where I can see the grill), you'll know it's done because the meat will let go of the bone and the shoulders will fall apart when you attempt to flip them. You should be able to tease the meat apart into strings with a fork.
Now there's a number of things you can do with this stuff. Pull it apart and toss it with barbecue sauce (the sauce comes after cooking!), eat it plain, or my favorite - put a liberal amount on a corn-tortilla quesadilla and fry it on 1cc of olive oil until the tortilla is at that wonderful state where it's flexible in the middle but cripy on the outside.
I've done this with shoulders, half-chickens, salmon strips and other fish such as striped bass, but I'm sure it'd work with peppers and other foodstuff that can be smoked. It's a lot of work, so I usually do 2 shoulders and 2 chickens or something like that to get the most out of it and eat well for several days. I wouldn't mix fish and other meats though.
Using propane might be heresy to some in the southeast, but it's worked well for me so far.