I've always advocated simpler is better with really fresh fish. Grilling with a little salt and pepper cooked slightly rare. Add a sauce of your choice and BAM! you have an incredibly simple and yet sophisticated meal. Make a white sauce, add a little dijon mustard and some chives. Or if you like lemon flavored, get some really good homemade chicken stock, reduce by half, add some fresh lemon zest and some lemon juice, salt, pepper and swirl in some cold butter at the end.
I like baking in a tinfoil bag. Get a piece of tinfoil, fold in half and seal 2 outside edges so you end up with a pouch. Add your salmon, fresh herbs, little white wine, some cold butter salt and pepper. Seal the last seam and bake in shallow pan. You end up with a really moist delicately flavored piece of fish. Then add sauce if you want.