My way of cooking them is different than how most around here cook them. To me, trout always has a watery taste to them when I eat them how every one else does...can't explain it, other than it has a taste like you fell into the river and got a big mouthful of water. I've eat them wrapped in foil and put in there with butter in the cavity and lemon pepper on them. I've had em smoked. Had em several different ways. I didn't necessarily like any of them.
Where my way differs from most people is I skin the fish. Everybody I know that eats trout, will leave the skin ON and then remove it after cooking. To me, that takes all the seasoning they put on it, and peels it right off when they pull the skin off, and then you're left with that bland taste.
I will skin mine when cleaning them. Then I will pat them dry of the water and then dip them in a milk and egg mix. I like using corn meal over flour but that's just me. Store bought seasoning...the only kind I like is the Uncle Bucks from Bass Pro. Anyway...I keep some of that in a bowl that I can put a lid on. I shake them up in the corn meal bowl and then add salt and pepper to them once they are in the pan. I pan fry mine...I do have a deep fryer but the wife complains when I do fish in it because she says it stinks the house up and she wants me to dump all the oil out after one use....which is wasteful to me, considering it takes a gallon to fill mine. I use Peanut Oil. When they are in the pan frying, is when I add my salt and pepper to them, and I will also use some of the Duck Commander cajun seasoning to give it a little kick once they come out of the pan and are still wet with grease. To deal with the bones, trout have a seam that runs midways the whole length of the fish. It's where their lateral line was or close to it. If you stick a fork edge or knife in that seam, the meat will slide right off the bones...especially on the upper side of the seam. The belly side has good meat on it too but you have to be careful in the rib area on the lower side; that's where you'll get a bone if you're not careful. If it's cooked done, that meat will come off the skeleton really easy and be relatively bone free and then you can eat it without that water/fish taste to it.
My father inlaw cooks fish for my niece and nephew all the time. He cooks his in flour and leaves the skin on. The kids liked his until they came over and had some that I had cooked in the above method. They literally ate 3 whole fish each and now they wont eat their papaws fish haha.
I also watched a video of one of the Duck Commander guys cooking some crappie. They did it in a way I had never done...using mustard in a mixing bowl. I said "what in the world...that has to be nasty" but I have noted, those Louisiana boys know how to cook pretty good so I gave it a shot with trout. It gives it a whole different taste for sure. I saw another one where they used sour cream to make a batter out of and tried that as well...that one was REALLY good but it requires a lot of clean up...not really worth the effort but it does make some good eating. All that said...trout still aren't my favorite fish to eat. They just happen to be the easiest for me to catch without a boat.