I can't think of a tastier source of protein than fresh fish. Whether you choose cold water oily fish such as salmon or warm water species, it's hard to go wrong. Many commercial fish are farmed raised now which does keep the cost down. However, there is controversy over farm raising and nutient value. Fish can be prepared in many ways and it cooks very quickly.
It has been my experience that salt water fish are simply the best table fare. Getting good fresh grouper, tuna, and snapper in your grocery store may prove to be challenging. Also beware of food establishments that serve offshore species. Many have been caught serving cheaper fish and selling it as grouper or snapper. If you are fortunate enought to ever catch fish offshore, take good care in sealing it in airtight bags. Freeze what you will eat later and keep it frozen until you are ready to cook it. Fish will keep for a very long time if packaged properly. Of course, eating it a few hours after you caught it is a rare treat. There is nothing that comes close to eating fish so fresh. Wahoo is an offshore fish related to the tuna. It's similar in texture but white instead of red. It is a prized catch for the sport fisherman. On the left is seared wahoo with Pimenton prepared by Orie Shafer. On the right is seared wahoo marinated in olive oil, fresh squeezed lime juice, chopped garlic, and parsley. It was on the grill just 3 hours after being caught. Wahoo, like good tuna, is best cooked with the center left slightly raw. By the way, the hat I'm wearing in the pic says "MESS YOU UP, CrossFit.com." During my battle with this 70 pound Wahoo, the boys kept chanting "Mess em up!" What a WOD!