One of my favorite techniques for cod (and other flaky white fish) is "en papillote," which is nothing more than fish wrapped in little individual foil or parchment packages that you bake in the oven.
Couldn't be easier. Preheat the oven to 400F. For each package, start with about 10-12 inches of aluminum foil or parchment paper. Place a 4-6 oz piece of fish so it's sitting toward one end of the foil piece, lightly salt and pepper it, and put a pat of butter on top, or drizzle a teaspoon of olive oil over it. Fold the foil over the top and seal the edges. If you're using parchment, you can crimp the edges or just staple it shut. Put the packages on a baking sheet and bake for 15 minutes.
If you want to get more creative, you can add a splash of white wine, a few sprigs of fresh herbs (chervil, dill, thyme), or a squeeze of lemon.