A good homemade bacon cheeseburger can't be beat. If you're using your outdoor grill to cook the burger, can't you also use it to cook the bacon?
Placing bacon directly on the grill isn't a good idea—it's potentially a fire hazard, and will certainly cause a big mess, chef chicklet says on Chowhound. But there's no reason you can't use the heat of the grill to cook bacon.
Some barbecue grills come with a built-in hot plate—purple goddess says they're great for bacon. Just add fried eggs and grilled toast and you have the perfect barbecue breakfast! Chowhound chef chicklet cooks bacon on an old cookie sheet set onto the grill bars; renov8r uses a cast-iron pan.
NorfolkGuy uses either aluminum foil or a disposable foil pan (the pan's better at keeping grease from dripping into the fire).
Finally, if you have a gas grill with a lid, Lynlyn suggests treating it like an oven. Turn all three burners as low as they go, and use a roasting pan covered with heavy-duty aluminum foil.
Discuss: Bacon... on the bbq??