Rub is important. We use it in both smoking and grilling. When you smoke meat, the rub will help with bark formation, and give your product tons of flavor.
A simple rub can just be salt & pepper. There's nothing wrong with that and I use that a lot for grilling steaks, where I really want the flavor of the meat to be the dominate flavor. You HAVE to salt. No it does not make it salty. What salt does is enhance the flavor of the food. Your tongue can actually taste food better if it has some salt in it.
For a more flavorful rub, really good for adding to your hamburger meat when you make you patties or for anything you smoke, try this rub that I make. It's cheap, as you can get all of these spices in bulk at Costco or Smart & Final. This allows you to make small batch of rub or a huge batch like I make, which I bottle and give to people.
1 part Lawry's seasoned salt * 1 part Montreal Steak Seasoning *1 part regular sugar *1/2 part chili powder * 1/2 part paprika * 1/2 part granulated garlic * optional- 1/8 part cayenne
Mix until you can not see anything different in your mix, then put into a shaker jar, or just use one of the now-empty containers you got one of the spices in.
Here's my son doing the work for me: