Unfortunately, Cactus Blue has been closed for a while now (few years).
I would also check out the local joint El Fogon Latino. I thought that their grilled fish (plain) was as good or better than any of the bigger restaurants in town. We stay above It Rains Fishes every year and that is one of the few restaurants that we avoid. It is not very good in my opinion and they are pretty heavy on cream sauces and such. Even their salad was loaded with mayo dressing. not cheap either.
For lunch, Karel's has a plain grilled fish sandwich that is pretty good.
I also enjoy Mona Lisa for a grilled fish dinner. They post their catch of the day on the chalkboard so walk by to see what they caught that day. Their tuna sashimi is pretty good too.