Vegetables are simply better when grilled. Boiling robs them of flavor and texture and there is no point in heating up the oven to roast them. Add flavor and maybe a hint of smoke by putting all your vegetables on the grill (or maybe in the smoker).
Grilling vegetables is easy. The fact that more people don't do it is the strange thing. The general rule is to cut the vegetables into pieces that will cook quickly and evenly. All pieces should be of a consistent thickness and no more than about 3/4 to 1 inch thick. Soak vegetables in cold water for about 30 minutes before you grill them to keep them from drying out. Pat dry, then brush lightly with oil to prevent sticking. Do not overcook and you'll have vegetables better than you thought possible.