I've been using a medium BGE for coming on 20 years. One of my absolute favorites to cook is fish. In my opinion, oily types of fish are the best as they stand up to the dry heat of smoking better than, say, flounder. Kingfish, Mackerel and especially Bluefish are the best there are for making a delicious meal.
One trick is to make sure you brine the fish before you smoke it. There are dozens of variations on brining, but I like to use 1 gallon of water with 12 tablespoons of sea salt or kosher salt, 3/4 cup of dark brown sugar, 1/2 cup of Yoshida Marinade, 2 tablespoons of onion power, and 1 tablespoon powdered garlic. Mix it together well and use a large bowl, plastic bucket or a fish poacher to marinate the fish for 6 hours, but at least 2 if you're in a hurry.
After brining, put the fish on a rack in the refrigerator and let it dry until it gets tacky to the touch. That usually happens in about 2 hours. Don't worry if you don't get this sticky finish, you can still cook the fish if it's dry, but the additional drying will help with the flavor on the surface.
Fire up your BGE. The temperature you want is very low, about 160-170 degrees. I use Alder as the wood, but Hickory is also excellent as is Apple or Cherry. I avoid Mesquite because I think the flavor is a bit strong for fish. Pile a big handful of wood chips (not chunks) directly over the center of the fire, with some strewn around the outside of the pile. It should have the same pattern as if you took a salt shaker and spilled the salt on the table top. You'lll have a mound in the middle with a circle of salt around it. I use this pattern for all my smoking in my BGE. For short smokes, like fish, I use chips. For longer smokes, especially ribs, butts and briskets, I use chunks, but the pattern in the same.
Here's another tip I've picked up from professional and amateur smokers alike that may surprise you. Never, ever soak your wood. There's a great article about this located at http://tinyurl.com/clp9bru. Meat and fish absorb most of the smoke flavor when they're cold, and soaking wood defeats the purpose of adding flavor to the protein you're cooking at the beginning of the process. I know this is counter to what you've been told, but try it once or twice and you'll never soak again!
I use a Maverick ET-732 thermometer so I can monitor both the oven temperature and the temperature of what I'm cooking remotely. It is, to me, an essential piece of equipment. Keep in mind that the thermometer in the BGE is measuring the temperature in the dome, not on the grill. There can be as much as a 20 degree difference in that temperature and you'll be more successful with your cooking if you can keep the heat accurate. Especially for fish, the temperature needs to be low.
Lightly spray the grill with Pam or any aerosol oil to keep the fish from sticking. Put the over the fire, put the plate setter in place (upside down), and place the grill rack on top. If you're using fillets, place them skin side down on the grill. Depending on the thickness of the fish, they'll be done in 60-90 minutes. Make sure that you take them off the grill when they're no more than 140 degrees.
The fish will be succulent and infused with a wonderful smokey flavor! Make some extra so that leftovers can be made into a salad by adding finely minced red onion and celery and a bit of mayonaise. My family loves fish cooked in our BGE, and I have neighbors who bring me their fish they've caught and ask me to smoke it for them! I'm happy to help, in exchange for a fish or two!
For me, it comes down to using fish that's as fresh as can be and that is very oily. Farmed salmon, well-marbled, is also a real treat cooked in the BGE. For a special treat, try Chilean Sea Bass. The best, but usually way too expensive!
Good luck, and let me know how it works for you.