Fresh fish really shouldn't.
It should smell like the salty water it came from. My way around this is to first and foremost to always tell the manager of your local fish department if this happens they are aware of the issue. Forming a relationship with your fishmonger is not only a great way to ensure you'll get the best service, but also a great way to learn about new ways to prepare seafood.
In my home kitchen, I like preparing a whole fish every once and a while. It may seem daunting if you've never tried making this at home before, but I assure you, it's a completely doable task, even on a busy weeknight. When buying a whole fish, make sure the fish doesn't have cloudy eyes (that's the first sign that it isn't fresh) -- its eyes should be clear. The flesh of the fish should look healthy and plump and the fish should smell like the ocean. If you have a little bit of a trek to make with your fish before taking it home, make sure you ask for a bag of ice so the fish stays nice and cool. You can also ask your fishmonger to scale and gut the fish -- it saves on prep time and means the fish is ready to go. I like to simply bake a whole fish in the oven with a few simple herbs and lemon -- and in this case deliciously sweet roasted tomatoes!
These roasted tomatoes might be the star of the show though -- as they bake, they become incredibly sweet and plump -- a real treat, especially when topped with a little fleur de sel. I serve the dish with crisp green beans with a drizzle of olive oil, but a simple salad would be lovely as well.