Nutritionally, there’s not much difference between the two. As for taste, the majority of people in a Japanese study either favoured frozen fish or couldn’t tell the difference between fresh and frozen. (Repeated freezing and thawing can ruin texture and taste, though.)
Bottom line? Buy it in any form, but just eat it. The average Australian man eats barely a third of the 550g (three serves) of fish recommended per week by Food Standards Australia New Zealand.