Hey Shaun
My fave is blackened Catfish. I used to work at Big Daddy's during the early 1990's and this was one of our big (and most tastiest) items. Works well on the fire - pan should be very hot, and use clarified butter or olive oil - regular butter due to milk products will scorch and burn at such high heat. Very tasty flesh, and like all fish don't overcook it.
http://www.cooks.com/rec/search/0,1-0,blacken_catfish,FF.html
I'm sure there are other recipes - baking with your fave herbs, frying with your favorite dry mixture + egg wash, etc.
Careful handling the fish- there's a proper head grip you can use to avoid the spines on the Pectoral and dorsal fins (for bullheads too). Fingers go under the Pectorals to keep them pushed out, palm rests on the head - something like that.
We used pliers to remove the skin, as you need a firm grip. We slit the stomach, removed the guts and cleaned the belly, remove the head then grab a flap of skin and pull tight. Should come off in one go. I haven't fished for them in a long time and I don't use live bait in open water season - but you have my mouth watering with the prospect of cooking one up again.