It depends on the fish and the thickness of the cut. Some fish holds up better than others when it's been thawed. Some of it falls apart.
Fish cooks very quickly, so if you do plan to defrost it, just put it in the fridge overnight. Don't defrost it in the microwave, or it will cook. And DON'T just leave it setting out, as that will infest it with bacteria...especially fish.
Otherwise, I usually do frozen fillets in my little broiler oven with some butter and a little lemon pepper. I don't thaw them. Just pop them in the oven on about 350 and they are done in 20 minutes.
