I use a big green egg. Being the son of a commercial fisherman, I love fish.... I smoke it A LOT. So far smoked ahi has been my best yet. I generally brine (special recipe) for 24 hours and then dry it with a paper towel and let it sit by a fan for about an hour. I really like using hickory, or a combo of hickory and apple. I use mesquite charcoal so I don't want to over mesquite it.
Smoked albacore is my favorite... even when it's cold, it's the bomb. You can make killer sandwiches out of it: take the bread of your choice, slap some mayo on it, then throw big ol' slabs of smoked albacore and Brie cheese between the pieces of bread. Anything which tastes that good HAS to be health food, 10-4? LOL. If Brie is too upscale for rugged outdoorsmen, they can substitute cream cheese, and the result is just about as tasty. Long ago, I worked as a deckhand aboard a sportfishing boat, and that's when I learned to love albacore... we used to grill fresh albacore and toss the fillets between regular old hamburger buns, with whatever else we wanted thrown on for good measure, and those sandwiches were delicious. That fish was fresh too: flopping around on deck one moment, sizzling on the grill the next. I haven't smoked either of the following, but I'm partial to Mahi Mahi and Chilean Sea Bass. One of these days, I reckon I'll try smoking those, but the albacore is so darned good that I stick with it time and time again.