One of the easiest ways (I've found) to fix any fresh fish is to place the filets in a shallow, ovenproof dish, pour some melted margarine over them and sprinkle liberally with lemon pepper. Place under the broiler for several minutes, until fish is no longer translucent and it flakes easily. The length of cooking time depends on the thickness of the filets.
This has worked great for me on striped bass, large-mouthed bass, sea trout, spanish mackerel, and a couple of other types I can't remember, although I haven't tried marlin.
A variation of this comes from Justin Wilson (the Cajun chef): melt a stick of margarine, mix with 1/2 cup soy sauce and 1/2 cup lemon juice and pour over the fish. Bake or broil until done. Delicious over rice!
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