I can tell a difference in the taste, but not a really dramatic one. My favorite is cooked over wood, but I'll eat the heck out of a steak grilled on gas, too. A lot of the flavor comes from the smoke from the fat dripping down on the heat source, anyway. I use the gasser a good bit on weeknights.
PS- I would much, much rather have a gas-grilled steak as one cooked over charcoal lit with lighter fluid.