One of the curious things I've noticed is that those pre-frozen chicken breasts they sell at the grocery stores - the ones that say they were soaked in a salt solution - tend to cook up dry, despite being brined. I've brined fresh chicken breasts in the past, and it did in fact make them moister, even though I didn't care for what it did to the texture of the chicken. So it confuses my why these frozen ones cook up so dry. I'm wondering if it's perhaps the freezing itself that causes this.
I've never tried coconut milk as a marinade for thicken, that sounds pretty interesting, but I did try yogurt without much success. It gave the chicken a strange waxy appearance when cooked, and it made the chicken itself smell and taste rotten, so I nixed that method. Also, the skin on the chicken seemed to tighten up and wouldn't brown as well.
With fresh chicken breast, as long as I let it come to room temperature before cooking, and lightly brush it with some vegetable oil or olive oil, I am usually good to go. I think part of the reason some people wind up with dry chicken breast is that they are either trying to cook them from a frozen state or a semi frozen state, in which case the exterior of the chicken becomes way too dry before the pink is all gone in the center. A room temperature piece of chicken will cook much more evenly.