Yeah, it's not an ideal way to smoke.  I'd much rather have a wood smoker, but I don't. 

Using a gas grill does have it's advantages though, it's very easy to control the temperature, so for a beginner it's nice.  I just soak the wood in a bucket of water for a couple of hours, wrap it in foil pouch, poke some holes in the top of the foil and put it under the grates.  It works.  But it'll definitely chew up some propane.

My wife likes to grill too, but she doesn't want to deal with charcoal or wood, that's why I have a gas grill.  When you want to grill a lot, I don't think you can beat gas for the convenience.