This is Alton Brown, and he wants to teach you something very important.
Yes, you DO need a charcoal grill. Because this is serious business.
You need bread, and two cheeses: extra sharp Cheddar and Gruyère – 3oz of each.
You're going to need mustard, paprika, and black pepper. Add to the cheese.
Put the cheese in specially adapted foil grill spatulas, off direct heat, for 6-9 minutes.
Oil up your bread, and put it on direct heat for a couple of minutes each side. Then slide the cheese on your toasted bread, wrap the sandwich in foil and put on indirect heat for a couple of minutes.
And that, my friends, is how you actually make a grilled cheese sandwich.