I like frying filets in Korean frying batter. But that's not my wife's favourite way, so I grew to really like this other way, too:
Whole fish, especially good with 1-2 pound scales-on fish like bass and walleye, but any size or species of fish will work. Bones in, only gutted and rid of its gills. 2 keys for success:
1) don't scale the fish as the scales and skin make a firm barrier and will be easily peeled back at serving time. The firm charred skin keeps the flesh inside nice and moist.
2) Build a fire, feed the fire well with medium-thickness wood (1-2" thickness) and allow the fire to settle down into non-flaming coals. Don't rush the start of cooking. Not easy when you're starving! Install the grill extremely close to the hot coals, within an inch above the coals. Lay the fish out on the grill. Gently douse any flare-ups, though with this method, occasional small flames don't destroy the product. Bake for 5-10 minutes on each side, depending on fish size till done.
Test with a fork for ease of entry through the skin and flesh to the backbone. Err on the side of undercooking as the fish will continue cooking in its juice for 2-3 minutes after you take it off the grill. No need whatsoever to oil, marinate, coat the fish or anything else. Heat and timing are everything.
With the help of a fork and knife, serve by gently peeling back the charred skin (some blackness will not kill the result), and add salt and pepper to your taste. Fresh lemon can be nice.
Some people prefer to pull morsels off the bones with their fingers and eat it that way. My wife loves fish prepared this way as it brings back beautiful memories of her childhood.