Well, everone has there preference, but this is the only accepted way to cook fish where I'm from. Grillin,charrin, bakin, and every other kind of cookin is a no no other than fried!
Take your fish. Roll in some buttermilk (not a must-do)
Roll in Zatarans with some Tony chachere's.
Drop in a black iron skillet with peanut oil over an open flame.
When the fish start turnin golden or start to float, turn em. Do the same to the other side, but take em out after they float. Make ya wanna hollar Hidy-ho!