The best mackerel I ever had was in South West Ireland, on a beautiful still day. The skipper told us not to start fishing until the water was boiling (it was a galvanised bucket of sea water!!). I tell you, the fish were in the bucket about 10 seconds after coming out of the sea, and eaten 10 minutes after that. You can keep your trout and salmon!!
I like then simply baked. Tuck some fresh herbs in the body cavity, and bit of butter and black pepper on the outside, then wrap in foil.