I have to say that the one time I ate fugu it did very little for me--it's an extremely mild flavored fish. I think most of its appeal is in the "risk" of eating it, and the fact that it's quite expensive, so it seems like a real splurge.

Re: fugu in March and April, my gut feeling is that the season for fugu is winter, and it may not be available that much anymore, but others may know better.