Contrary to what you may think, marinade actually does not penetrate particularly far into meat—even over the course of a few days, the bulk of the aromatic compounds in a marinade will travel mere millimeters into the meat (the exception being salt, small sugar molecules, and some acids). In reality, a marinade is mostly a surface treatment, and not much benefit lies in marinating for more than half a day or so. If you'd like the flavor of the marinade to completely coat your meat, your best bet is to reserve some marinade and simply toss your meat with it after it has been cooked and sliced.
Here are a few ingredients you should consider when constructing a marinade:
Salt is absolutely essential. It is one of the few ingredients that penetrates and seasons meat deeper than the outer surface. I like to add my salt in the form of soy sauce or fish sauce, which are also very high in glutamates, adding extra savoriness to my meat.
Sugar when used in moderation will help the meat brown better on the grill, creating strong smoky, charred flavors. A touch of sugar also balances salt nicely.
Aromatics are mainly a surface treatment, but they can still be quite powerful. Garlic, shallots, dried spices, herbs, or chilis are all good things to experiment with.
Oil is often a primary ingredient in marinades. Many aromatic compounds, such as those found in garlic, are soluble in oil but not in water. The oil will help spread these flavors evenly across the surface of the meat, as well as lubricating and protecting the meat when it first hits the grill.
Acid can balance flavors, but should be used sparingly. It can denature proteins in the meat, causing it to turn mushy over time. With very acidic marinades, it's particularly important to not overmarinade—certainly no more than half a day.