I make my own frozen food out of assorted stuff from the supermarket. I use a white meat fish, shrimp (shelled), clam, squid, and whatever else that looks interesting. I grind it up in a food processor and put it in gallon ziplocks. I flatten them out pretty good with a rolling pin or 2 liter bottle before I freeze them though, otherwise i'll have to use a chisel to break a piece off.
As for fresh fish being as nutritious as LFS
food.....of course it is! Plus, it's not old and frozen in stinky water, and won't make your freezer stink.