As I mention above, you have a lot of leeway here in terms of what fish you use or which sauce you choose. I happen to like using fillets of bass-like fish with a mustard-based BBQ sauce, but you can go other routes if you want, and even use thick steaks like salmon or tuna.
Salt the fillets well and put in the fridge for 30 minutes while you get your barbecue ready. Clean your grill grates well and, if you are working with a scaled fish, slick the grates with some vegetable oil. Preheat the grill to anywhere from 200F to 250F.
When you're ready to barbecue, slick the skin side of the fish with some vegetable oil. Do this from the head end of the fillet backwards, so you're going with the grain of the scales.
Paint the flesh side of the fillets with the BBQ sauce of your choice, or a nice dusting of a barbecue rub you like -- or just a grind of black pepper if you want to stay simple.
Set the fillets skin side down in the grill, cover the grill and cook as slowly as you can stand. A thin, 1/2-inch fillet like the one in the picture, barbecued at 200F, was perfect in 45 minutes. Remember slower is better, so you get more smoky flavor.
Serve your fish on the skin -- you eat it by picking the meat off the skin with a fork -- with some lemon or lime wedges, a nice vegetable and either rice or potato salad.