The humble, versatile mackerel (saba, in Japanese), hits its peak season in the fall. Like other classic fall fish, it used to be fairly affordable, although that is changing due to overfishing. It's still cheaper than most other fish, though, and can be cooked in all manner of ways — grilled, pan-fried, salted, marinated in salt, sugar and vinegar, and more. It's also healthy, packed with omega-3 fatty acids, vitamin D and protein.
The one drawback to mackerel is that it is quite delicate and spoils quickly. Although you can buy prepared mackerel pieces or filets at any supermarket in Japan, it's best to get a whole fish and filet it yourself, if you're not too squeamish. The good news is that mackerel is quite easy to break down. Look for a fish with clear, bright eyes (which you can't check if it's been cut up).
One of my favorite preparations is saba no miso-ni, mackerel cooked in a rich, miso-based sauce. The key is to first blanch the fish and put it in water, which gets rid of much of its fishiness. Cooking it with plenty of ginger eliminates the rest. This pairs particularly well with white rice.