Alton Brown taught me an amazing way of cooking fish that is so easy, it should be illegal! I'm now hooked on the method!
Take any kind of fish filet you wish and season with salt and pepper, cayenne, whatever strikes your fancy.
Place the filet(s) on one side of a large rectangle of parchment paper. Place a pat of butter, sliced bell pepper strips and/or onions, lemons, fresh herb springs, etc., on top of the filet(s).
Make a pouch from the parchment paper by folding over the "vacant" half on top of the half with the fish filet(s). Starting at the top fold, begin folding and creasing, folding and creasing all the way along the opened edges of the paper until the entire thing is folded and sealed. Tuck the remaining "tail" of the paper underneath the pouch and place on a cookie sheet.
Bake in a preheated 425-degree oven for about 12-15 minutes. When done, cut the pouch open with a knive (beware of the escaping cloud of steam), and prepare to be overwhelmed with the aroma. Without exception, the fish is flaky, dripping-moist and full of flavor. My personal favorite is to use salmon filets with a pat of butter, fresh dill sprigs and lemon slices...ahhhhhh.)
In the likely event that my description is as clear as mud, find Alton's episode of "The Pouch Principle" on FN here...for as long as it lasts...:
http://www.foodnetwork.com/food/show_ea/episode/0,1976,FOOD_9956_23807,00.html