The porcelain enamel cast iron grids are found on a lot of lower-priced grills. Cast iron does retain heat well, but the porcelain will chip off sooner rather than later.

Also, because of frequent brass brush use and scraping, cast iron grids are a lot harder to keep nicely seasoned than a cast iron pan, IMO. Also, don't season with olive oil. Use vegetable oil or shortening. Olive oil will be stickier and go rancid much faster - it's also going to smoke more and it's a lot more expensive

You'll probably have to replace the cast iron grids sooner than quality stainless ones, even with seasoning. Invariably, they will rust out.