Andrew Weil says to avoid eating farmed fish. He writes in The Healthy Kitchen specifically about salmon. "Farmed salmon has less flavor, less protein, and more fat than wild salmon, and its content of omega-3 fatty acids may not be as high."
Farmed salmon may also have residues of antibiotics and other drugs to control diseases that occur when fish are crowded into to fish pens. It also takes several pounds of feed fish to produce one pound of salmon. Eating farmed fish doesn't really save the fish population.
Weil's recommendation is to choose wild Alaska salmon.
Here is a recipe for BBQ salmon from cooks.com.
4 salmon steaks
1/2 tsp. salt
1 tsp. lemon pepper
1/4 c. Italian salad dressing
1 tsp. minced onion
Tear off sheets of heavy duty foil large enough to hold all steaks. Fold sides up to form pan. Grease lightly. Sprinkle steaks with lemon pepper and salt. Place steaks in foil pan and set aside. Combine salad dressing and onion; set aside.
Preheat grill on medium for 10 minutes; turn to low. Brush steaks on both sides with salad dressing mixture; place steaks back in boil pan and place on grill. Close lid and grill 12 minutes. Six on a side or until steaks flake; baste often. Sprinkle with parsley and serve.