Usually I cut a peach in half, put a bit of salt and honey on the non skinned end, and grill it (cavity down) for a minute or two then rotate it to get good grill marks.
I then add a scoop of ice cream in the cavity and sprinkle with cut fresh mint.
Another fruit I like grilled are apricots, although really put them on for 20 seconds or so.
My rule of thumb is that, if it's a harder fruit then it can be grilled, and usually it can only be grilled on the non-skin side.
cooking.stackexchange.com/users/87/dassouki
Further to grilled pineapple.
I like to quarter it and then marinate it in a bit of rum (1 oz), a bit of lime juice (1-2 tbsp) and then generously sprinkle some brown sugar over it.
Garnish with mint.
cooking.stackexchange.com/users/79/Nathan Koop
I love grilled pineapple myself...
You can put it on skewers, and marinate it, or you can just throw slices straight on the grill.
Any kind of sweet marinade will do fine.
Brush it with butter and brown sugar, and throw it on a jerk chicken sammich in lieu of a tomato.
Plantains are great grilled:
don't let the banana appearance fool you, they're tough enough to grill, as long as you don't slice 'em too thin.
Brush 'em with a little butter and maybe some sugar if you're doing them as a desert.
cooking.stackexchange.com/users/218/Satanicpuppy
I'm a huge fan of grilled mango, and to be honest, I don't really do anything to it at all.
Slice it, skewer it, grill it.
The taste of a grilled mango slice is so much different than a fresh mango slice, even the picky eaters at my house liked the complexity of flavor when grilled (whether they like fresh mango or not).
In my experience, mango can get too charred very fast, so keep an eye on it.
I've seen recipes that say to cut cross-hatch marks in them, but in my experience they get too soft too fast when doing this.
I generally grill 2-3 minutes per side, with a high flame beneath them.
If they're not slightly charred around the edges by this point, I'll give them another minute per side
(I leave the skin on so I can use its char level as a gauge).
Mango can be tricky to cut, here's a video to get you started if you're not familiar: http://video.about.com/thaifood/Cutting-mangoes.htm
I agree with satanicpuppy's pineapple recommendation, I've had them marinated and just plain.
The butter/brown sugar combination is awesome!
You can also soak them in a good rum first (yum), but be forewarned, when they hit the grill you'll have quite the temporary light show, so place them using long tongs, NOT your hands.
I remember once, I had grilled pears at someone's house.
From what I remember they were just sliced and grilled, no seasoning or marinade, but I wasn't there when they were prepared so I don't have any specific recommendation there other than to give it a shot - they were delicious!
A few recipes suggest soaking the fruits in water or a lemon/water combination for 20 minutes before grilling.
The water is supposed to help the fruit stay juicy; the lemon helps it hold color.
I have tried the water technique, I didn't notice a huge difference other than I had to wait 20 more minutes to enjoy my fruit!
And since I generally grill fruit for myself, I don't really care if the color changes, but it's something to keep in mind if you're grilling for a party.
cooking.stackexchange.com/users/1236/stephennmcdonald
I can also recommend grilling pineapple and then adding it to a salsa with onions, lime juice, cilantro, jalapeno.
Good stuff.
cooking.stackexchange.com/users/1393/Michael Natkin
Bananas!
I grill it as 1 piece with the skin on.
When the skin gets dark it is ready.
cooking.stackexchange.com/users/1665/Cleber Goncalves
I had a catered lunch the other day that had grilled fruit (apples, pineapples) it was great and I wanted to try it at home.  Are there any tips as far as preparation or what to glaze them with or basic techniques?
I would like to try grilling fruit - any suggestions?
cooking.stackexchange.com
<grilling><fruit>
cooking.stackexchange.com/questions/4096
cooking.stackexchange.com/users/177/AttilaNYC
Harder fruit can usually be grilled on the non-skin side, including peach brushed with a bit of salt and honey or mango without any dressing. Many fruits can be grilled without any glaze. 
You can add a bit of salt and honey to the fruit before grilling or just grill it as it is. Hard fruits should be grilled on the non skin side.