The Innaloo fish market is pretty good, pricey but there's a good selection. Kalis Bros in Leederville is also good for a quality selection. I've recently been trying out Coventry Square markets and the fish their is really reasonable and the selection is very generous.
I think Kailis Bros in Leederville is perhaps the best but terribly expensive.
I also go to Coventry's to the chicken place -not a huge selection, but always fresh and reasonably priced.
There is also a wholesaler, Catalino's I think it is in Beechboro Road, Bayswater and they are open to the public only on a Saturday morning -they have a HUGE range of everything.
They also have a retail outlet in the Galleria, however the range is nowhere near as big, and what I liked about this place is you could pick the size of fish fillet or whatever, that suits you.