It took me quite a bit of time to get pretty good at cooking tofu. At first it was terrible. The taste was bland. It was a bad texture, or it would just fall apart in the pan. Now I feel like I'm fairly good at it. And I get better each time.
My biggest tip for cooking with tofu is to press it which will release all of the water (or tofu blood as Seth would say). When you release that water you allow for your marinade or whatnot to come in and flavor it.
I'm going to take you through, step by step, the making of grilled Asian tofu. One of my favorites.
First off, when grilling always use extra firm tofu.
This is the pressing process. Take the block of tofu out of the package and dump the water that it was in. Wrap the block in a clean kitchen towel, put it on a plate, and put something heavy on top of it. I always use the top to my panini pan. You could use another pan, a plate with something on it, etc. The kitchen towel will absorb all of the water in the tofu. Let this sit in the fridge for a half a day or so. (if I'm making it during the week I will put in the fridge just like this and then marinate it when I get home from work...8 hours later)
Here is the marinade for the tofu. I have adapted this from Veganomicon. 3 T soy sauce, 1 T sesame oil (god that is good stuff), 1 T rice vinegar, 2 t "cock sauce"...that red hot chili sauce that is in Thai restaurants, 1 T grated ginger, 2-3 smashed garlic cloves.