I just write a hub about this, but because I am new I am not sure about the protocols to linking to it... so I'll let you find it if you're interested!
The main point of it is that many vegetables can be cooked directly on the grill, although they often need a little extra oil or moisture added to prevent burning or sticking. The tastiest way to achieve that is with a delicious herby marinade. You can make kabobs/kebabs out of small marinaded chunks, but if it's a family meal (rather than entertaining and trying to make stuff look, as well as taste, impressive), I tend to either place thick sliced veggies directly on the bars, or use a mesh basket to cook smaller bits that might otherwise fall through.
As well as using fresh veggies don't forget most stores also carry a range of vegetarian sausages, burgers etc. These vary massively in taste and quality, but are worth experimenting with, especially if cooking for a mixed crowd who expect their protein to look like protein. If you're a veggie you will know what I mean!