Ah, you're in Chicago too? :) I am reliably informed that the frozen fish you can get at Trader Joe's is both inexpensive and tasty; barring that, if you've a car or don't mind carting things about on public transportation, the specialty fish stores (I can think of one in Winnetka and one in Glenview, and I am sure they must exist in the city) are often good choices for any type of seafood.