Several news outlets have reported that a special prosecutor has decided not to convene a grand jury to review the Trayvon Martin case. As I previously posted, Trayvon Martin was allegedly shot and killed by George Zimmerman in late February.
In Florida, a grand jury is only necessary in "capital cases," meaning cases where the State will ask for the death penalty. Prosecutors also sometimes use grand juries in cases where the decision to prosecute will be controversial. By using a grand jury, the prosecuting attorney can later say that it was the grand jury's decision to prosecute and the prosecutor was just carrying out their decision.
So, the decision by the special prosecutor to not empanel a grand jury does not mean that George Zimmerman won't ever be charged with a crime. It just means that the State of Florida won't seek the death penalty. They could still file charges without a grand jury indictment that asks for something less than the death penalty.
Utah's system is similar to Florida's. Most cases are filed without an indictment from a grand jury. Instead, an Information is filed by the prosecutor that lists the charges.
In federal court, the 5th Amendment to the United States Constitution requires a grand jury indictment before a person can be charged with "a capital, or otherwise infamous crime." That generally means that all felony charges have to be approved by a grand jury. The right to a grand jury indictment is one of the few parts of the Bill of Rights that the Supreme Court has not imposed on the States. In other words, the Constitution requires federal prosecutors to use grand juries, but it does not require State prosecutors to use them.
Indictments are required in federal cases because the founders didn't want prosecutors to have too much power. They wanted a jury of the accused's peers to decide whether there was enough evidence to justify filing criminal charges. This makes sense because even if a person wins their trial, the process of hiring a criminal defense lawyer, investigating and preparing a defense, and going to court can be expensive. Also, the stigma that goes with being charged with a crime is not usually taken away even if a person is found not-guilty at trial.
Practically, though, the grand jury system provides little protection to criminal defendants because grand juries almost always return the indictment that the prosecutor asks for. It has been repeated thousands of times that a prosecutor could probably "indict a ham sandwich" if he wanted to, although no one has tried as far as I know.