I came across a recipe for smoked trout (
http://www.chow.com/recipes/28486-smoked-trout), and adapted it heavily. Well, I basically followed the recipe, but the cooking directions were kinda insane: take WAY TOO MANY coals, then add EVEN MORE COALS, then use water pans and closed vents to somehow heroically stop the inferno that you just lit. Also, I think hickory is too strong for fish. So here's my version.
Brine:
2 cups of water
1/3 cup fine salt
1/3 cup brown sugar
1 crumbled bay leaf (I just take about one bay leaf worth of crumbs from the bottom of my bag of bay leaves)
about 2 teaspoons of peppercorns
2 whole trout, cleaned and with fins trimmed off
canola oil to coat fish
My trick with making brines like this is to combine half of the volume of water with all of the dry ingredients, heat them up until the salt and sugar dissolve, then add the remainder of water in the form of ice to cool the brine down (I use the handle of a spoon to measure the depth of the water in the saucepan, then add ice until the depth doubles). This cools the brine down to the point that some of the ice won't even melt.
Thoroughly rinse off the fish, and trim off the fins if they are still attached. Then put the fish and brine into a gallon-sized ziploc bag to brine for about 2 hours. After which you can remove the fish from the brine, pat it dry with paper towels, and let air-dry while you light the grill (or put it back into the fridge if it'll be too long).
Set up your grill do do indirect heat at about 250 to 300 for about 30 to 40 minutes. I use about a double-handful of hot lump charcoal, laid over about that much cold lump to ensure a long enough burn. Then I put 2 chunks of alder wood on top of the coals (I don't bother to soak it in water). Make sure you have a pan set up underneath the fish to catch all of the juices, or your next steak will taste like fish.
Right before it goes on the grill, brush the fish inside and out with vegetable oil (or do what I do: hold the fish up with tongs, then spray it all over with Pam).
Smoke the fish for about 30 minutes, or until the internal temp is at 140. It should be opaque, slightly smoky, and buttery.
Control the temp if necessary by choking down the bottom vents, but leave the top vent open.
Once it's cooked, allow to rest for a few minutes, then carefully separate the flesh from the bones-- there are a lot of bones in trout.