I cook my trout sans head, but leaving the tail on—done right, it ends up deliciously crispy. A plain cookie sheet works, but I like to line it with aluminum foil in the interest of easier cleanup; either way, it's important to make sure the cooking surface is well greased with butter. I splash the fish with citrus juice—sometimes lemon, sometimes Key lime, sometimes a mixture of the two—then add spices: sea salt, lemon pepper, grated orange peel (dried or fresh), and paprika. For presentation purposes, the paprika is applied in a narrow band over the pink stripe on the side of the trout; together with the "spots" of lemon pepper, this approximates the natural appearance of the fish. (I was accused of "art", but make no such claims myself; just a small gesture toward honoring the quarry.)
An oven temperature of 450° or 475° will do the trick; I don't really time it, just watch until it looks done, but it's somewhere in the neighborhood of 10-15 minutes. Serve with grits and a sweet German riesling...
