Just about my favourite way is Mackerel marinated in ginger sauce & deep fried. You'll need a bottle of Sake (you can usually find it in the world foods section of good supermarkets, or any asian one) some good, dark soy sauce (Kikkoman's is far & away the best!). You'll also want about a one inch piece of fresh ginger, & some potato starch (or cornflour).
For the marinade, combine 4 tablespoons of sake, 3 tablespoons of soy sauce & the piece of ginger, peeled & finely grated.
Remove all the bones from your mackerel fillets (including all the little pin-bones along the lateral line; I usually cut them all out in one go by carefully removing a narrow strip of flesh the length of the fillet). Cut the mackerel crosswise, but don't cut straight down - place the blade of your knife at about 30 degrees & cut into pieces about half an inch thick. Lay the pieces flat in a shallow dish/plate & pour the marinade over them and set aside for about 15 minutes.
Then drain the pieces (but keeping as much of the ginger pieces on as you can) and dredge them in the potato starch or cornflour. Heat some oil in a deep fryer or wok to about 160 degrees C and slide in the pieces and cook a few at a time for about 2 minutes, turning 2 or 3 times whilst cooking. Drain well on a wire rack & serve hot with wedges of lemon. Be careful not to overcook or the fish will get dry, but the pieces should be super crispy in a light, snowy batter. This recipe is particularly good if your mackerel isn't super fresh as the ginger will revive it.
Well tasty!! Particularly if you proceed to drink the rest of the sake as well.........

Gary