First, I would rather buy frozen fish that had been frozen on the boat than "fresh" fish that has been sitting around for two or three days. Given that I am not much of a fin fish cooker I have bought both fin and shellfish from BJ's.
The shrimp and scallops have always been very good. They never have frost in the packages; they seem to move the product quickly. I've also bought tilapia and salmon there. The tilapia was Asian and it was OK but I'm not a tilapia lover anyway. I also do buy one of their prepared frozen fish products, sole stuffed with shrimp and lobster, because it's pretty good, easy to prepare, and only something like 130 calories per serving.