First of all, think in terms of sustainability. This is a good site and they also have an app, which is really handy for looking stuff up while at the fish counter:
http://www.seafoodwatch.org/cr/seafoodwatch.aspx
Now, if you go to a fish counter like at H Mart (I actually shop for fish at latin american grocery stores: Bestway, Grandmart, and Foodway) you will be looking at whole fish. Check the eyes - a clearer definition in the pupil of the eye means fresher fish. The fish is cheap! You select the fish you want and they will gut it and prepare it for you. I ask for the minimal prep, so I'm taking home whole fish.
Just before dinner, I rub the inside and outside of the fish with butter or olive oil, and salt and pepper. Then bake at 350 or 375 for 10-20 mins, depending on the size of the fish. Serve with lemon wedges.
Here is a NY Times video on preparing whole fish:
http://www.youtube.com/watch?v=E6BAkvsTW4I
Save the head and bones. Through them in the slow cooker with enough water to cover and let it cook all night. Strain it and you have super nutritious fish stock. Use your stock in a chowder or a thai curry another day.
My other fish suggestion is to use canned wild salmon and make a salmon salad. I mix the fish with mayo, salt, curry powder, raisins or grapes, and some roasted chopped nuts. Serve on bread, crackers, or with a green salad.
Oh, one more: canned smoked herring is awesome. I get it at trader joes. My kids love it.