Well I'd say, to start with, pick a "steak" fish like salmon, tuna or swordfish. They're dense and meaty, so you can cook them in much the same way as you'd cook a steak - just quicker. You can even barbeque them easily.
Be aware that salmon "steak" is sold as a full cut with a bone in the centre, whereas salmon "fillet" is the flatter-looking cut from one side of the fish. Whereas tuna and swordfish are very rarely cut as anything other than a fillet. Ideally you want salmon "steaks", tuna or sword fillets cut to about an inch thick. No more, not much less.
I'm not a fan of salmon really (unless it's smoked salmon in scrambled eggs for breakfast - yum!). Hollandaise sauce is often served with salmon but it's quite labour-intensive to make your own, so (as much as I hate to say this...) maybe look for a jar, or you might have a deli nearby that makes their own up fresh that you can use. Heat it gently though - steam it over a pan - or the suspension will break and you'll just have a greasy mess. Throw some roughly-chopped dill over the top (dill the herb, not a Jewish pickled cucumber!) and you've got a perfectly good bit of dinner.
Tuna's very versatile and very tasty (nothing like the canned albacore you might be familiar with). I think it's best seasoned and seared quickly in a hot pan, medium so it's still a little bit pink in the middle. It's nice topped with a sweet salsa - mango salsa with plenty of coriander (cilantro) is always a treat. And served with roasted courgettes (zucchini), peppers and aubergines (eggplant - damn the internets and having to have two words for everything).
Or you could make up a nicoise salad with some rocket leaves, boiled new potatoes and dwarf beans left to cool, four-minute eggs split in half, break your warm tuna on top and drizzle with a mustardy balsamic vinaigrette. Mmmm!
Swordfish has a bit more of a delicate flavour, so I prefer to just top it with something simple like a lemon and herb butter.
My absolute favourite treat though is really simple: A kippered herring, baked in the oven with generous knob of butter to keep it moist, served with fried halves of tomato and dry brown toast. I order them from a shop on the coast that ships them next-day delivery, so the postman turns up first-thing with my breakfast in his bag!