I've only done salmon, and I've done a lot of it.
Do not attempt to smoke sockeye (if ya can even get it). It has very little fat content and a flavor that is better on its own. Grill? By all means. No smoking. Many will disagree, but I live in salmon country. Same holds true for steelhead. The flesh is too tasty when done by other means. I'll go on record here and now; steelhead is the best fish in the world. Specially if you catch yer own.
Get the cheapest fattiest salmon you can find. Chum and Humpies are the best. Coho is very good as is King, but the Kings are a tad spendy.
I do mine with a brine solution. It can be as simple as brown sugar and sea salt. Kosher salt is a fine substitute. Add any other ingredients you wish as the brine will overpower them. What you're left with is a hint of this or that. Adders might consist of:
Sweet onion
Dill
Peppercorn mix
Fresh ginger
Garlic
I make my brine and let the fish soak over night, maybe stirring a couple times. I don't worry about the grill so much. Scrub it and oil it. The alternative, which is a NW tradition, is using cedar planks. I've never understood the concept as I don't want my fish tasting like a fir tree.
Also, take care of what wood you use. Alder is the best, followed by pretty much any fruit wood. Apple and cherry are excellent, and peach is pretty good too. NO mesquite, and hickory is borderline.
On the day of the cook, pull the meat out and rinse it well. Let it sit for an least and hour to get to room temp. What you're looking for is a shiny, dryish, tacky sort of feel on the flesh. You'll know it when you get there.
And there's no need to worry about it drying out. That glaze seals everything in.
I like to do mine low and slow at an even temp throughout the smoke.
About 120 deg. Depending on the amount you smoke and the size of the cuts, it can take 2-3 hours. I have a Weber Smoky Mtn. and fill the pan with water. An offset is quite different obviously, but you're accustomed to it. I take a quick peek at the 1 hr mark to gauge my time. I also only do fillets. If ya wanna do big ole steaks, you'll have to adjust.
The hardest part is keeping yer mits off the stuff till it cools.