Grilling Putting your turkey on the grill is the closest of all these methods to oven roasting. There are a few important differences though and it does depend if you plan on rotisserie grilling your turkey. Your typical oven is a closed space that holds in some of the humidity generated by the cooking bird. A grill is open and humidity escapes. So to catch the drippings of the turkey and keep those drippings from burning off you need a drip pan filled with water. The pan will catch the drippings and the water will keep them from burning. You can not have a fire directly under the pan though. This is not a problem because any turkey you grill needs to be grilled indirectly.
So you can catch the drippings and use them for making gravy, but what about the stuffing? If you are simply placing the turkey on the grill normally you can stuff it. If you are going to be doing the turkey on a rotisserie spit, stuffing would be very difficult. The motion of the bird as it turns will dislodge the stuffing. On thing that does work on a rotisserie is to thread onions, apples, or other solid and large items onto the skewer into body of the bird. These things will catch the flavor and cook along with the turkey. You can then use them to make up a stuffing.
Smoking You can use the same drip pan arrangement when smoking a turkey. Catch the drippings and make your gravy from them. When adding water to the drip pan always add boiling hot water. This will help with the smoker temperature and kill any bacteria that might fall into the pan. The thing you need to avoid is stuffing. Since smoking is done at a much lower temperature than grilling the chance that the stuffing will become contaminated from bacteria in the turkey is very high. While you can attempt to later cook that off, this just isn't a good idea. However you can add fruits and vegetables to the drip pan you are catching the drippings in. Since you will be adding boiling water periodically that will control the bacteria growth. These foods can then be used to flavor your stuffing.
Frying Deep frying your turkey doesn't give you a lot of options for making stuffing or gravy. If you stuffed the bird you would end up with oil soaked goo that you really wouldn't want to eat. You also can't get any drippings to make gravy with. With a fried turkey you are just going to have to make these side dishes on the side.
This brings me to the final point that is one of the secrets of all great cooking. Regardless of the method you choose to cook your turkey I am betting you will be using some kind of flavoring like a rub, marinade, brine, etc. The flavors you use to season your turkey should also be the flavorings you use in your stuffing and gravy. After all that's why people stuff turkeys and use the drippings to make gravy. This passes on the turkey flavor to the dishes you'll be serving up on the side. So, for instance you decide to use a dry rub on your turkey, make up plenty of the rub and add it to the gravy and the stuffing you plan to make. This gives you a consistent set of flavors that will tie the meal together.
And lastly, don't forget the Sweet Potatoes
