Grilling can dry foods, so marinades are often used to prepare the food to stay moist. Other ways to keep the food from drying too much include wrapping it (in foil, corn husks, etc.), cooking foods that don't have much juice with other foods that release juice as they cook (onions, mushrooms, etc.) or cooking the food quickly (at a very high temperature or pre-cooking it part way before grilling).
300px Since grilling tends to involve food on the surface of the grill and some burning, grills are notoriously difficult to clean. To make it even harder, grills don't usually have smooth even surfaces; they have many nooks and crannies for food to get stuck.
To avoid rusting, make sure you thoroughly dry the grill after cleaning it, and store it in a dry place.