I never marinate. I do inject most of the meat I smoke with apple juice prior to throwing it into the smoker. Sometimes with brisket or pork shoulder, I will also inject some BBQ sauce into the meat...
And speaking of cooking methods... I got an upright gas powered smoker for Christmas. Now I love cooking with wood as much as anyone, but when your smoking... keeping the temp right for 8-10 hours is a pain. This thing is a breeze to use... you fill up the little tray at the bottom with the wood chips of your choice, fill up the water bowl with a mixture of water and any marinade mixture that you want to use to flavor the meet, then dump the meet on the tray, turn the gas on, and pretty much forget it for 8 hours.
Since getting this thing, I havnt used my oven hardly at all, and I havnt used my grill once. This thing makes great meat, is super easy to use, and I would heartily recomend one to anyone who likes to cook meat. Mine is from Cabelas.