My local supermarket in Brooklyn is pretty bad about this. I've asked for whole fish and larger portions ahead of time and they usually can accommodate but always with the proviso "It'll be frozen, that ok?" Absolutely! I'd prefer it that way. Seeing the limp salmon fillets with no color is depressing.

I'm up on the Cape quite a lot and their selection is fantastic but as discussed, very pricey. One of my favorite foods is Nantucket Bay Scallops and you better believe they are never cheap. I couldn't find them for less than $35 a lb this year. I've got a good relationship now with the guys and they give me a break on larger lobsters later in the summer. I'll never understand people's reticence to buy anything larger than a 1.5 lb lobster.