Any fish can be rubbed with oil or brushed with melted butter, seasoned and grilled, served simply with lemon. A sauce, cold or warm, served apart—like the green sauce, one of the mayonnaise derivatives or béarnaise, choron (peeled, seeded, chopped tomato, butter-stewed until all liquid has disappeared, incorporated into a béarnaise), hollandaise, etc.—is particularly good with grilled slices of large fish.
To me—and to a great many people—grilled fish is associated with the Mediterranean, with a fairly limited variety of fish, with olive oil, fennel, and, of course, with wood coals. On the French Mediterranean coast, the fish most admired for this purpose are the rouget de roche, the loup de mer, and the various dorades (and closely related sars, pageots, etc.). Their near equivalents in American waters are red mullet, sea bass, and the porgies.