Frying
For the best possible pan-frying results, take extra care to ensure that the butter or oil is hot (but not in danger of scorching) and that the fish is well coated with batter. Then season the batter for extra flavor.
Grilling
Grilling is the testiest of traditional fish-cooking methods, because it is deceptive in its apparent simplicity. The novice cook assumes that grilling fish requires only as much attention as grilled steak, burgers or chicken; this is a serious misjudgment. Unlike other meats, fish tend to secrete much of their moisture when cooked, and on an open grill the precious liquid has no recourse but to drip into the coals.
To preserve a fish's moisture, there are a couple steps that can be taken. First, coat the fish with oil. Oil will seal a portion of a fish's moisture inside. Second, keep careful watch over the fillets and flip them as soon as a cut into the fish reveals that the fish is cooked at least ½ way through. Once flipped, watch the fillets closely and remove the fish from heat as soon as it is cooked through. Another option is to place the fish on, or wrap the fish in, aluminum foil. The foil will capture the moisture and allow the fish to marinate in its moisture while cooking.
Baking
Prepare the marinade, preheat the oven, and pop the fish in for the prescribed amount of time. Be sure to check the fish often to ensure that it doesn't overcook.
reference(http://allrecipes.com/HowTo/Cooking-Fresh-Fish/detail.aspx)
-theresa-