Probe Thermometers: If you have ever used these, you know the probes go bad often sooner rather than later. You also cannot have enough of these. I just discovered that my local target had one for like $7. I also have one of the remote ones that I bought off woot. Bottom line, if you loose signal, your meat will be over done. Yes, you will have to miss some of the Indy 500 coverage to make sure your grill is tended too.
Forks: Don't buy or if they come in a pack of grilling tools, throw away. These are basically just meat juice releasers. If you keep them around, some moron will start twirling one of your ribeye around on one of the tines thinking he knows better and should just help out.
Tongs: Think of these as hands that can't get burnt. Buy many sets of these. I make sure I use a fresh one ever flip when I'm doing chicken. These can set you back less than $5 a pop if you look around.
Spatula: This came in a three pack with a set of togs and another implement that I can't remember because I threw it away.
Grilling Wok: I'm putting this here because it manages to do a job better than if you didn't own it. It is a little gimmicky, but it keeps my squash, green beans, asparagus out of my coals. Really, it is an example of what you shouldn't buy. Fish Baskets, S'more Cookers, Beer Can Chicken Stand (honestly, if you can't figure out how to balance a chicken on a can of beer, you shouldn't be playing with fire).
Phone: I use this for keeping in my pocket. I like grilling enough that I don't need to make it a computer game.
Hands: I use this for massaging meat, applying rubs and oils, and forming ground meat into different shapes including....patties. I don't need a wand in which I can attach rosemary in order to get more fragrant oil on my pork. You know, you can simply just rub on some veggie/olive oil and rosemary before sticking on the grill. I certainly don't need a thing to make balls of meat into disks of meat. I figure that one out with my first thing of play doh.
String: For the few occasions when I actually have to truss something up.
Beer: This is for standing up/keeping moist chicken. This may seems like cheating, but when you cook 4 chickens for a dozen people, it is always nice to know that no one is getting Salmonella from my chicken and that everyone got moist meat (even if it is a tad done). Also good for soaking wood chips so they don't burn away really quick and you get a nice application of smoke. You can also use beer for timing when to add wood chips (drink a beer, add a handful of coals and chips, repeat until done).
Fire Extinguisher: No I don't have a separate one for grilling, but I know where mine is...do you?