Closely related to pompano and second only in beauty to red snapper with its gorgeous red coloring, mahi-mahi is one of the most stunning fish in the world, with iridescent blue, green, and gold coloring. If you wonder what's the best way to cook mahi-mahi, it's delicious whether it's blackened, broiled, baked, or fried because of its mild, sweet flavor. Mahi-mahi, which is found in warm waters worldwide including the Gulf of Mexico, is also called dolphin, dolphinfish, or dorado. But don't worry, it is not related to Flipper or the mammal bottlenose dolphins. According to the Florida Department of Agriculture, when shopping for mahi-mahi, "look for firm, slightly pink meat with a fresh sea-breeze aroma and no discoloration."