This one is kinda in my wheelhouse. I lived in the Destin area for about 12 years before moving back to TX last year.
One little anecdote, since I didn't see it mentioned... I brought home a mixed bag from fishing one day and decided to do a taste test with my family. I lightly seasoned gag grouper, red snapper, triggerfish, and a lionfish with salt & pepper, grilled over hardwood lump, squeezed with a dash of lemon and had a blind taste test. Everyone in my family (including me; although I wasn't blind) chose the lionfish as the best fish out of the bunch. All that to say, don't sleep on it if you find it. Whole Foods carries them whole in Destin, but not sure about where to find in Pcola.
Trigger is definitely one of our favorites, and not exceedingly common outside of coastal areas. It has a bit of that delicate sweetness and maybe even hint of iodine that shellfish have, since that is their primary diet. Their skin is tougher than leather, so obviously you want clean fillets. The flavors are mild enough that you'll want to grill, pan sautee, en papillote, etc. rather than breading and frying, blackening, or other methods that would mask the unique flavor.
My 10 yr old son's absolute favorite is snapper. With the big one's, we usually skin them. Frankly this is mostly due to storage. When you store fish with fishy parts (skin, bones, guts) they will take on an intense fishiness that is very off-putting to most. So, I'd skin the big ones, portion the fillets, vac seal, and freeze. However, for smaller ones or especially for smaller snapper species (mingo/vermillion, gray/mangrove, lane, and the like) I love to just gut and scale them whole, stuff the belly with citrus and herbs (limes and cilantro is an obvious choice, lemon and bay, orange and tarragon) lightly coat in olive oil, salt and pepper, and grill.
I actually worked at a restaurant in Destin (no longer in operation) that didn't bother to buy mahi. They bought amberjack (because it was cheaper) and sold it as both. In two summers working there with lines out the door every night, I never had one person complain or notice the difference. Again, a bit of a long way to get to the fact that these are both very mild, white, firm fish without a lot of inherent flavor. Very tasty fish, and AJ and mahi are my wife and mom's favorite fish, respectively, but they are just more mild and don't bring a lot of flavor to the table of their own. They stand up well to all cooking methods and are good carrying vessels for flavor for techniques like blackening and you won't be masking any real nuanced deliciousness.
Grouper is probably my favorite of the more common species, and my favorite way to cook lately has been to do a nut crust. Basically vac pack and sous vide up to temp. Dry thoroughly, then coat one side in a 2:1 mixture of mayo and good stone ground mustard, liberally coat the mayo/mustard side with toasted nuts (pecans, pistachio, almonds all tested and delicious) and pop under a broiler just to firm up the coating and continue to toast the nuts (don't burn though).
Wahoo is my absolute favorite fish, but I have no doubt that my opinion is at least somewhat influenced by the fact that this is my favorite fish to catch. It's a unique meat that definitely does carry flavor of its own. I feel like it's more of a cross between a red meated fish like tuna, an oily fish like mackerel, and a firm steaky fish like swordfish. I just love it, and my favorite way to prepare is with a milder jerk-style dry rub grilled to medium rare.
One more sorta insider tip... look for rock shrimp in the summer/early fall. They're basically regarded as by-catch by most of the local shrimpers, so they are dirt cheap. I used to pay $1-2/lbs at my favorite local market. They are a huge pain in the ass to clean, and the waste to meat ratio is pretty ridiculous, but these little suckers are delectable. They taste closer to lobster than a shrimp. And that was my go-to way to cook them. Just lightly sauteed in butter and then tossed in a light mayo dressing with celery, green onion, Old Bay, and put into buttered, toasted buns like a lobster roll. Also outstanding in pasta dishes.
TL;DR: Pretty much all FL gulf coast seafood is delicious; enjoy!
