Just went out yesterday and caught some cod. Some of it will be cooked with a nice miso sauce. Some will end up in fish and chips. Lastly some will be salted...and end up in bacala.
As others have suggested, it depends on the fish. Some of the fish that I catch taste better smoked. (Generally the oily fish...mackeral and bluefish). Some taste better raw. (tuna, summer flounder). Some taste better fried or broiled. (Black sea bass, porgies). Some are better roasted or grilled. (Striped bass, mahi mahi).
It's all good!