Scale rockfish by placing it in the sink under cold running water. Grasp the fish firmly by the gills and scrape off scales with a fish scaler or small, dull knife. Using short strokes, work from the tail to the head.
To remove the head, cut the flesh on both sides with a knife. If the fish is small, slice directly through the spine. For a larger fish, place the knife between vertebrae and tap the back of the knife with a hammer.
To fillet, use a sharp, thin knife. With the rockfish lying on its side, insert the knife behind the gills, and cut in an arc down to just above the backbone. Continue cutting parallel to the backbone toward the tail. Bring the knife up at the tail and remove the fillet.
The secret to successful rockfish cookery is to not overcook it. Whichever of the following cooking methods you choose, your rockfish will be cooked when its flesh becomes opaque yet is still moist on the inside.
Place rockfish in a greased baking dish and place on a baking sheet. Brush with melted butter or oil and season with salt and pepper, cover with a sauce, or wrap in oiled foil. Bake in a preheated 450°F (230°C) oven until done, about 10 minutes per inch (about 2.5cm) of thickness.
Place whole fish or fillets skin-side-down on aluminum foil and place on a preheated grill, 4 to 6 inches (about 10 to 15cm) above coals or fire. Baste with butter, oil, or marinade, and close hood of grill. Cook until fish is opaque and moist on the inside.
Place seasoned and/or marinated rockfish on a well-greased broiler pan Broil under preheated broiler 4 to 5 inches (about 10 to 12.5cm) from heat. Cook until fish is opaque and moist on the inside, 6 to 10 minutes.
Dredge skinned rockfish in seasoned flour, crumbs, or cornmeal. Shake off any extra coating and fry in a small amount of hot butter or oil, turning once halfway through cooking time. Cook until opaque and moist on the inside, 4 to 6 minutes.
Pour oil into a wok or deep fryer; it should be at least 1 1/2 inches (about 3.8cm) deep, and the cooker should be less than half full of oil. Heat oil to 375°F (190°C), using a thermometer to monitor temperature. Cut rockfish into similar-sized pieces, about 1 1/4 to 1 1/2-inch (3.2 to 3.8cm) thick. Dip in batter, drain, then slip pieces into hot oil. Cook until brown, 2 to 3 minutes.
Bring poaching liquid, consisting of water, broth, and herbs and spices, to a simmer. Slip in rockfish, then cover pan and keep liquid at a simmer for about 8 minutes per inch (about 2.5cm) of thickness.
Place rockfish on a greased perforated rack over 1 to 2 inches (about 2.5 to 5cm) of rapidly boiling water. Cover with a tight-fitting lid and keep water at a constant boil through cooking time, 8 to 10 minutes per inch (about 2.5cm) of thickness of the fish.