Heat a large heavy pan over high heat. Once pan is hot, reduce heat to medium hot and add enough vegetable oil to thoroughly coat the pan. Add fillets to pan, being sure to leave space between fillets. Depending on fish and pan size you may be able to cook anywhere from one to four fillets at once. Fillets should sizzle the moment they touch the pan, if they don't remove them and wait for pan to get hotter.
Cook fillets until browned on one side, about 3 minutes, flip them over and cook until browned and the second side and fish is opaque and flaky in the center.
Remove fillets from pan and hold on a warm baking sheet or tray. Repeat with remaining fillets, adding additional vegetable oil between batches if necessary. Serve hot with wedges of lemon or the sauce of your choice.