This is a cool how to someone did...
Mesh Grille How-to Oh yeah, that was me!

This method is quite a bit more work than jamming the stuff in on top of the stock grille, but it looks so much better that it's really worth it.
Here's a tip: when you search for stuff here (you did search before asking, right?) be CERTAIN to check the archives. I'd actually go there first because there are probably tens of thousands more posts there than there would be in a search of the new forums here. (Just try an AND search for "grill how to" in each and see for yourself)