I've thought about buying one of those many times. I use a grill pan for grilling veggies.
This comes in handy. Sometimes I line it with foil, sometimes not. Depends what I'm cooking.
I do clean it after using it. Gets pretty greasy. My lazy nature sometimes gets to me and I'll just toss the meat directly on the grill.
I also have a set of these. I use them for shish kabobs instead of the skewers.