Many vegetables are delicious after grilling.
Here are a few suggestions:

Japanese eggplant, quartered length wise
green onions trimmed
red onions, quartered lengthwise
anaheim chiles
ears of corn, husks turned down to expose whole ear
yellow summer squash, trimmed and cut in 1/3rds lengthwise
large heads of garlic, halved crosswise
portobello mushrooms, stems removed and trimmed.

Marinate above for one hour.

You can also grill tofu, however, it is more difficult to grill than vegetables.

Be sure to purchase firm tofu. Split tofu crosswise into 1/2 inch slabs and drain by pressing down for one hour. Marinate tofu separately.

Marinade

1/4 cup sesame oil
1/2 cup olive, canola, or vegetable oil
1/2 teaspoon ground star anise
2 cloves minced garlic
1/4 cup seasoned rice vinegar
1/4 cup tamari
juice of 1 lemon
3 medium tomatillas split lengthwise
2 tablespoons light brown miso paste
1 bulb ginger peeled and minced
1 jalapeno pepper, split, ribbed and minced

Over a medium heat place a stainless steel bowl with miso, sesame oil, vinegar, tamari, lemon and whisk until warm. Do not boil! Add vegetables, mix and refrigerate.

Prepare a charcoal grill. It's important that your grill be very hot. To increase heat, place a thick metal pan over grating. Remove pan after 15 minutes and season grates by rubbing with olive oil. Place vegetables on grill for approximately 4 minutes on each side. Brush tofu with marinade then with oil and place on hottest part of grill. Grill tofu for two minutes on each side.