I like to filet my bluegill, although I have fond memories of eating bluegill with the skin on as a kid. They were delicious, but took forever to clean.
I take the filet and pat it dry with a paper towel.
Then I dip it in eggs that have been lightly beaten.
Now I dip the filet in a little flour or cornmeal.
Filets are ready to go in the pan.
Take a cast iron skilet and put it on high heat (8 on the knob), then take real butter and smear it in base of pan.
Then take anchovy paste and mix it with the butter until it browns (this won't take long).
Turn the heat down to 4 or 5 and drop filets on butter/anchovy mixture.
Cook fairly slowly--this keeps the filets from getting too hard.
Salt and pepper to taste.
Right before filets are done, run the heat back up to 10 for about one minute to sear the coating.
Oops, I forgot to add that you should call Jeremy R. Mayo first so you've got plenty of filets!
Please add your own methods to this discussion. Doesn't matter how simple or complicated. The beauty of bluegill is that it tastes great in many different ways.