Electric grills produce the least amount of airborne pollution, as long as your electricity is not generated by a coal-burning plant.
Gas grills are fueled by either natural gas or propane, both of which give off carbon monoxide, carbon dioxide, nitrogen oxides, particulate matter, and unburned hydrocarbons that form air pollution.
Charcoal grills generate about twice as much carbon dioxide (the gas linked to global warming) as gas grills do. Charcoal and wood grills also emit soot and volatile organic compounds associated with damage to the liver, kidneys, and nervous system.
Lighter fluid is never necessary; it pollutes the air and may leave an unhealthy residue on your food. Instead, use a metal "chimney starter," which allows you to light charcoal or wood with a small amount of paper.