Provided that your grill doesn't have a rotisserie burner, what you want is to surround your food with heat without having a high direct heat directly under it. It is important when rotisserie cooking that you avoid flare-ups to prevent your food from burning. If your grill has the burner configuration you will want to have the heat on either side of the food but not under it.
Multiple Burner Gas Grill
If you don't have a multiple burner gas grill, then you want the burners on a low setting with a drip pan directly under the food. Make sure that no grease can escape and reach the burners. If you do have a multiple burner gas grill that allows you to cook entirely by indirect heat, then you should still have a drip pan under the food. This will at least reduce the mess inside your grill.
Rear-Mounted Rotisserie Burner
If you have a rear-mounted rotisserie burner, this should be the only burner used when using the rotisserie. It is still a very good idea to place a drip pan underneath the food you are cooking to reduce grease accumulation inside your grill. Large amounts of dripping can cause both corrosion to your grill and large flare-ups/grease fires the next time you turn on the grill's main burners. Grease fires can be hot enough to damage the internal components of gas grills as well as the body pieces.