charcol is by far the nicer way to cook. gas on the other hand is easier to deal with, esp in the winter.
in the past few years due to the new safety valves installed on all gas grills i have grown increasingly aggrivated with the quality of many gas grills, the only ones i would suggest would be from vermont castings which cost a good deal more than anything else. all the others i have delt with (charbroil etc...) have had major annoyances.
For these reasons and your price range i will suggest a charcoal grill. it takes a little more work, but the food tastes good and for those who arent going to be using the grill 5 days out of 7 it's a good choice.
as for someone stealing it-- just chain it to the deck if you're that worried