Many of my thoughts on handling fish can be found in Ethics, but general information can be found here.
Before you clean a fish, please kill it. I have known people that fillet fish while they are alive and it is an extraordinarily cruel thing to do. I usually smack them in the head with a hammer before cleaning them. It's quick. They'll still twitch after they're dead, which is a bit disconcerting, but they aren't feeling anything.
I fillet most fish I catch, even perch. There are two different methods that I use. For bigger fish, I lay the fish on its side, then slice behind the head. From there I slice down the back on the near side of the dorsal fins. Then I run the knife down this cut, from the fish's back to his belly, running the knife along the outside of the ribs. This separates the filet from the body. Then lay the filet skin side down and, starting the knife from the tail end, skin the filet.
For smaller fish, do the same, only instead of leaving the ribs on the carcass, cut them so they are on the filet. Then you can remove the ribs before you skin the filet. In any case, if you freeze the fish, freeze them in water. This keeps them from freezer-burning.
For catfish and bullheads, you have to skin them. You can cut the skin all around the head, then grab the skin with pliers and pull it off toward the tail. Then fillet the carcass like normal. This is a pain to do, and isn't really worth it for bullheads. They taste all right deep-fried, but they're all head and not worth the effort to clean, in my opinion. Catfish is usually deep-fried. I like it with breading made of cornmeal, myself.
Pike are tough to clean. I usually take one big fillet out of the back, then cut downward to the Y-bones, which run through the middle of the remaining filets. You have to sort of cut around them. The nice thing is that the big back piece and the two filets that you get from the tail (from the dorsal fin back) don't have those bones. There's a decent diagram in that book I sent that should help you if you get some pickerel.
Any fish is good deep-fried. Eric's secret method, which is great, is to dip the fish in buttermilk, then seasoned flour, then buttermilk again, then crushed cornflakes. Soooooo gooooood....Regular breading is also good.
If the fish is not very fishy (early-season, cool water fish), my favorite method is to broil them with butter, a little lemon, tarragon and cracked pepper. This is great for northern and walleye and would probably be excellent for bass.
Trout is usually pan-fried with the skin on, because they don't really have scales. A particularly good way I've had trout is pan-fried and topped with fried apples and toasted almonds.
Salmon steaks are great microwaved with butter and lemon. I know it sounds cheesy, but microwaving is a good way to cook fish, because fish si so easy to overcook in standard methods.
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