I've only begun cooking whole fish this year (something about the woeful look on the poor thing's face always turned me off before) but now this is practically the only way I'll prepare fish. Lifeless fillets seem so detached and non-piscine. Anyway, one of my favorite fish to cook whole is also (happily) the cheapest and easiest -- trout. There are several fishmongers here in SF's Mission District that keep tanks of live trout and will gladly dispatch them for you while you wait. My favorite method of cooking is to wrap the trout in Serrano ham or prosciutto (stuff a few slices in the cavity for good measure) and broil for a couple of minutes on each side. Amazing. And don't stand on ceremony in re: bones. Just pick away with your fork or, if you prefer, pull the spine and head off in one smooth stroke...
