In a split second while roaming the dollar store, I made the decision that purchasing Chef's Own $1 Pan Coating spray would do the trick for grilling and other cooking needs.
Well, let met just say, that this is one product you should avoid trying to save a buck or two on. Chef's Own sprays out as a normal non-stick spray, but it layers your pan with a light white foam layer. It looked somewhat normal as I made an omelette one morning. The problem was (and I was using one of my fancy supposed non-stick pans), when I tried to extract the omelette from the pan, it was a huge no-go. I had to scrape the edges and shove something under it just to get it out of the pan.
Here's a nice product description. Sounds promising! But I can tell you from usage, it's horrible. I keep imagining I'm spraying water over the pan or grill grates, because that's about all it does is get the grill grates wet. Everything always ends up sticking.