For a nice grilled crab treat try this.
Pop off the top shell of the crab while they are still alive (this will kill them instantly), Rinse out the guts (you can do that in some salt water, just let sand settle out) then put a good dab of butter where the guts used to be, sprinkle with a little italian seasoning and then onto the grill until done....
As strange as it might sound a dab of bbq sauce with the butter instead of the italian seasoning works real nice as well..
enjoy.