I like the convenience of using spray lubricants when grilling. I know it's not that hard to use tongs to rub an oil dampened cloth or paper towel on the grill grate. I just prefer the ease of use and I always have a can of spray in my gear box. I like to give the grate a spritz just a few seconds before throwing the food on.
I've used Weber's Grill'n Spray for about the last two years. It's grate (mispelling intended) because I can spray it directly onto my grill grate over a rocket hot fire without creating a fireball that singes off my eyebrows.
Recently, we ran out of Weber's and the store we get it from was closed. Alexis brought me two new (to me anyway) products from Pam, Pam High Heat and Pam Grilling. I thought I'd give it a shot since Pam is synonymous with spray oil.
They worked okay, but both offerings from Pam do flame up when you spray them over a direct flame. So you should take the grate off of direct heat in order to spray it. Not a big deal, but I'd rather handle a hot grate as few times as possible, so I still prefer Weber's product.