I've always just had propane but am also in the market for a new BBQ (btw they are super cheap down here) and was considering (haven't really researched anything yet) an old-style charcoal grill. My gf said they are a pain in the ass to clean, etc. but I have no clue.

Honestly, propane has never given me a problem...I just like to change things up once in a while.

If I had your budget of >$500, I'd prolly go for this:

World's Most Expensive Barbeque Grill is 24 carat Gold | BBQ and Bourbon : BBQ and Bourbon

Aren't typos fun?

Some cool looking shit here:

http://bbq.about.com/od/charcoalgrills/tp/aatp062604a.htm

You just got me thinking about this...found this that I just started reading:

http://voices.yahoo.com/charcoal-vs-propane-which-grill-best-379429.html

http://voices.yahoo.com/advantages-charcoal-grill-over-gas-grill-333192.html?cat=6

Guess I'll get propane again, charcoal sounds like a bit of a pain in the ass (heating time, clean-up).

Now checking this (looks like I'll go buy a BBQ today):

http://www.consumerreports.org/cro/gas-grills.htm