If I had a patio, I'd definitely have a grill. To be clear, I'm considering climbing on to my neighbor's roof with a small camping grill and cooking up there (as we used to do a few ties a week...).
Raw is certainly better than cooked, but cooked veggies are better than none. I try to grill mine to still be slightly crispy (not completely cooked) but it takes some practice since some veggies cook very quickly on the grill.
loca, it's easy enough to light charcoal grills (of the kind we're talking about). I use a bit of paper or newspaper, that I light with a lighter rather than using matches. I used to have a old fashioned indoor electric grill, but I hated it. Food didn't taste right (using a grill pan would get a similar effect), and the amount of smoke it produced would set off my smoke detector. I use a George Foreman grill occasionally but it's really not the same.