Salmon and other oily fish are ideal candidates for smoking because they can take the heat that would dry out leaner fish and shellfish. The thing to watch out for, though, is to keep the heat low enough so that the salmon does not render fat that drips onto the coals or burner, producing an acrid smoke that will ruin the flavor.
To smoke salmon in a grill, build a charcoal fire. When the coals are ready, push them to one side and put a handful of wood chips on the coal. Lay the salmon on the grill on the side opposite the coals and close the top. Smoke the fish for about 10 minutes per inch of thickness at the thickest part. You want it to reach an internal temperature of 140°F (60°C).
James Peterson, author of the really wonderful, not inexpensive Fish & Shellfish, says hickory is OK, about in the same class with maple and mesquite, when it comes to smoking fish. Use the wood sparingly, he says, because it can give the fish an overwhelmingly smoky taste. He prefers apple, cherry, pear, and alderwood for salmon, but adds that the best Scottish salmon is smoked with oak from barrels that were used to age whisky (and the best whisky barrels were first used for aging sherry.) So, if you have a whisky barrel lying about, you might want to dedicate it to your salmon.