Some people think that a few flare-ups are OK, that the actual flame on the food is what imparts flavor. Just don't let it burn. You don't want to ingest a lot of blackened food, which has been implicated as a possible carcinogen. When you close the top of the grill, you are roasting and grilling simultaneously. This is good for larger pieces of meat that you want to cook for a while, or to thoroughly cook seared items.
Vegetables are wonderful when grilled.
To keep them from drying out, you want to oil them a little before putting them on the grill. Firmer vegetables, such as eggplant and onions, take longer to cook than softer ones such as tomatoes. When making kebabs, soak wooden skewers in water first to keep them from burning. For example, if you are grilling cubed marinated meat, shrimp, squares of bell pepper, small whole onions, pineapple chunks and Roma tomatoes, put the meat kebabs on first, then the onions, then the bell pepper, then the shrimp, then the pineapple and tomatoes last because they need less times. Soft foods will collapse if overcooked.