Whenever you BBQ steaks, chicken, vegetables, etc., do you rub them with Olive oil before you season them?

No, I sprinkle all with a mixture, I made from different spices on them.

Never thought to rub with olive oil.

I will on skinless chicken and on fish, but meats that have a higher fat content I won't.  On veggies I use garlic butter. If you ever get Papa John's Pizza and don't use their garlic butter for the pizza, it is great on veggies!

I sure do!  Like Gator, I only oil lean meats, then season. 

Fish:  Brush with olive oil, sprinkle with sea salt, dill weed, and a slice of lemon on top.  Yum!  I have fish grill basket, so I can flip it without losing the lemon.

Veggie kabobs are disastrous if they stick, so I oil the grill.  Then, I brush the veg with olive oil and add S&P.

But steaks I treat differently.  If there's moisture, it prevents that great flavor from the maillard reaction.  I dry a thick steak with a paper towel, and lightly dust it with corn starch.  Then I put it in the freezer for 10-15 minutes.  By getting the outside cold, and removing it before the inside gets cold, it cooks more evenly.  Season and grill on a well oiled grate.  (Thank you America's Test Kitchen!)

I use lot of marinades, many of which have oil in them. A coating of oil tends to give the food a nice crispness on the outside. Call me a purist, but steaks do fine on the grill with minimal seasoning.

I prefer to marinate them instead of just rubbing with olive oil.  I do oil the grill before I cook lean meats.  If you cook things at the right temps and don't turn them a lot .. They naturally don't stick since they form a nice crust.

I marinate first then I spray them with olive oil, always. I also season my grill with olive oil, nothing sticks.