If it's small, and if it's not too cold to grill in Illinois >>>
I've bought tri-tips that are small triangular pieces a few pounds each for barbecuing. I've also seen huge masses of beef for sale called tri-tip that I wouldn't know what to do with.
As for the small ones, I just marinate in a plastic bag with Worchestershire for a few hours or overnight, brown on the hot side of the grill, (I use a Weber and put all the coals on one side) then move it off the coals, salt and pepper, and cover the grill so it will finish in indirect heat. Brush a little BBQ sauce on near the end (Ima Garten's BBQ sauce recipe is here somewhere.) It's a little chewy so slice it thinly against the grain. Serve with more BBQ sauce and perhaps rolls to make sandwiches.