With fish especially, many of them are from cold water, about the temp of your fridge. Their body chemistry is optimized for those temps. This means that their enzymes are active at refrigerator temps. You have to keep fish very cold to keep the fish's own chemistry from spoiling the meat.
Excellent tip! I do two things when I buy fresh fish to combat this. I bring a lunch cooler with me to the fish market and have the monger include a shovel full of shaved ice in the cooler with the bagged fish. I always keep at least one crisper drawer empty in the bottom of my fridge, so when I get home I put a mesh rack in the bottom, pour some ice on top, set the fish on the ice, and then pour the rest on top of the fish. Keeps the fish right at 32ºF. As the ice melts the water drains below the rack just in case the fish packaging has a hole that might let in water. Then I simply dump the ice in the bath-tub after I use the fish. Keeps it uber-fresh for a day or two. It really doesn't matter that much if some of the water gets in, but it's just a pain picking a dripping wet bag out of the slush.
For lobster I do almost the same thing. I bringa cooler and have the monger fill a few plastic bags with the ice. Then I have him dunk a paper-bag in the lobster tank to put on top the ice bags followed by the bugs. But I leave them in the cooler when I get home - and always use them the day I purchase 'em.