Most of the time it ends up dry. Are there any special marination tricks? 
Brining is great to begin with.  Use a bone-in, skin on chicken breast.  Once it's done you can remove the skin and carve off the bone if you like.  Also, set up 2 heat zones in your grill (either by banking your coals or by turning off a gas burner).  Brown it for a few minutes over the hot zone, then transfer to the cooler zone to finish cooking, until temp comes to 165-170 degrees.  Then remove from heat and wait at least 5 minutes to slice. 