Grape Seed Oil
There's nothing like fish that has been cooked on the cast iron skillet with the great grill marks and carmelization. The only problem is, it can make your kitchen smell like fish!
Here's what I do. I have a splatter guard which helps to contain the flying oil. Though I usually use Extra Virgin Olive Oil, Grape Seed Oil has a higher smoke point and has no taste whatsoever so you may want to consider using it when you sautee fish.
In addition to opening the kitchen window wide, I also light 3 or 4 candles - this seems to absorb the smell of fish. I put a fan on the counter to blow any smoke towards the open window. Finally, I spray Fabreze around the area - including the walls. For clean up, I use Fantastic with Bleach - my cleaning lady swears by this and she has converted me too!
Here's the arsinal - candles, splatter guard, air freshener, strong fan and Fantastic with Bleach
Open your window as wide as it goes