When buying a fish, look for nice, clear, bright eyes (not cloudy), soft, springy flesh with no bruises/spots, and it should have virtually no odor other than a mild, sweet "clean" smell. If frozen properly and then thawed properly, frozen fish can still be very good. Fish like salmon and halibut are hardier and tolerate freezing better than others, so maybe give it a try if you can.
As for cooking, it's easy but also easy to overcook if you don't have a fatty fish like sablefish, certain salmon or sea bass. Just do simple methods like deep frying, searing, poaching, steaming. Most portions will take around 5-10 minutes to cook depending on thickness. Just give it a gentle squeeze to see if it's done. It should be firm but then give a little as it flakes.