I'd probably rank my favorite pork loin cooking methods as grill, roast, braise, but will always choose grill if available.
On the grill I like a good sear on the outside on high heat for a nice crust, and then finish it off covered on a medium heat until it's about 140 Fahrenheit inside. Let it rest while tented and don't slice it until you're actually sitting down to eat it. Nice and juicy every time.