I marinated the tenderloin all night, and that really brought the flavor out in the meat. Since I don't have a grill or grill pan, I followed the advice of other reviewers and baked the tenderloin in the oven at 375 for one hour. It turned out perfect. I highly recommend the BBQ pork sandwich recipe that goes along with this--it was awesome!
Pros: Delicious flavor, simple to prepare
Cons: Takes time to prep