Most of the time it ends up dry. Are there any special marination tricks?
Brining is great to begin with. Use a bone-in, skin on chicken breast. Once it's done you can remove the skin and carve off the bone if you like.
Also, set up 2 heat zones in your grill (either by banking your coals or by turning off a gas burner). Brown it for a few minutes over the hot zone, then transfer to the cooler zone to finish cooking, until temp comes to 165-170 degrees.
Then remove from heat and wait at least 5 minutes to slice.
The longer the pieces of chicken are in dry heat, the more liquid escapes.
To keep the chicken juicier without undercooking it.
Brine it (increasing the salt content inside the chicken helps it retain it's moisture more).
Decrease the temperature difference between when you put it on the grill and the final cooked temperature. At the very minimum, make sure the chicken is thawed all the way through, but consider starting the chicken in a crockpot or wrapped in foil in the oven.
Increase the humidity of the air around the chicken. "Beer butt" chicken works by steaming a whole chicken from the inside while it roasts from the outside.
I have had excellent results with beer can chicken. Start with a 4 to 5 pound fryer chicken, A large roaster (over 5 pounds) will burn before it gets done. Wash and dry with paper towels. I usually just coat all over with any rub I happen to have around. Season salt works good too. I have the grill preheating for 5 min and then on goes the chicken, the can and the two legs form a kind of tripod for it to sit nicely on the grill. The heat goes to low on all three burners and 60 to 70 minutes later it is ready to eat. No fuss, no hot kitchen, year round. I have played around with putting various things in the can, beer, water with "additives" but at least to my taste buds, an empty can works good. I just fish one out of the recycling bin: )
Trust me, if you haven't tried brining, you owe it to yourself. It is so quick and simple, and makes such a huge difference.
Brine your chicken about 45 minutes to 1 hour in a cold solution of 1/4 cup table salt, 1/3 cup table sugar and water enough to fill a larger mixing bowl. Do this as your first step in preparing your meal, before you light the grill, cut the veggies, etc.
As far as preparing the brine: boil enough water to just dissolve the salt and sugar in a large mixing bowl and stir together with a wisk until dissolved. A cup or so of boiling water is usually enough. Next add a generous number of ice cubes to make the brine cold. Add the chicken and enough cold water to fill the bowl, and place it in the fridge, or add another generous helping of ice to let this brine on the countertop while you get the grill ready. The important thing as that the brine is kept cold.
Don't brine chicken longer than 90 minutes, otherwise you are wet curing it, and it will start to taste like chicken ham - blech. Longer brining times also make it so the chicken will stay pinker, even when fully cooked, which might gross out you or your dinner guests.
You can add ingredients to change the flavor a bit, and for chicken, I like to add a few sprigs of fresh thyme, and sometimes substitute brown sugar for the table sugar. I avoid dried and ground spices because of how they stick to the meat - dried thyme leaves are heinous to pick off a raw chicken breast!
Use Kosher salt only if you have to - the flavor difference is imperceptible, and table salt is not only cheaper, but generally has iodide, which you need in your diet.
Be creative and try adding other things to the brine: slightly crushed garlic cloves, a tablespoon of peppercorns, lime skins, chunks of hot peppers, etc.
You can marinate, or brine it, but you don't need to.
I tend to grill pieces (breast, legs, etc) over direct heat to start and get grill marks, then move it to a cooler part of the grill to finish and cook through. I've also heard of people doing it the other way ... I assume to render out more of the fat.
If you're cooking chicken breast -- bone in, skin on will help -- taking the skin off robs you of a protective layer of fat.
For whole chickens, you could use a "beer can" chicken technique (and you can use other liquids besides chicken)
BBQ Expert Steven Raichlen recommends cooking it under a brick. http://www.primalgrill.org/season2/recipes/202_recipes.html
Joe has the best answer. Keep a cool side and a hot side to your grill.
Brine your chicken for a few hours/up to 12 beforehand. Bring it to room temperature before putting it on the grill.
Mark the chicken on the hot side of the grill, transfer to the cool side, let it cook in the ambient heat.
I personally don't like beer can chicken, as I have no idea what the burning paint fumes/offgasses from the paint on the can would be doing to me.