According to Steven Raichlen, author of Barbecue USA (Workman, 2003), grilling is one of the best ways of cooking fish, but doing it without having an utter calamity can be a challenge if you don't know the three rules of grilling:
1. Keep it hot. Start with a hot fire and don't jump the gun by grilling before the coals are at their hottest.
2. Keep it clean. When the grill is hot, just before putting the fish on, scrub the grate with a stiff wire brush.
3. Keep it lubricated. Grease the grate with a folded paper towel dipped in olive oil and drawn across the bars of the grate before the fish goes on.
Brush the top and bottom of fish very lightly with oil before it goes on the grill. When you put it on the grill, ignore the impulse to turn it immediately. Instead, let it sit 3-4 minutes so it develops a crust.
According to Raichlen, the three best fish for grilling are Swordfish, Tuna, and Salmon steaks. Of course, if you're trying to make sustainable seafood choices, it's best to stick with troll or pole-caught Albacore, Bigeye and Yellowfin Tuna, Wild Alaskan Salmon, and, to a lesser extent, domestic Swordfish. It's best to avoid farmed Salmon, imported Swordfish, and Bluefin Tuna.