Consumers vote with their pocketbooks, so it’s important to be well-informed. By being aware of what species are threatened, we will know what not buy in grocery stores or at restaurants. And if we stop purchasing endangered species, fish mongers and restaurants will have to follow suit and make more appropriate choices. Wild is usually better than farmed, although there are farms that are raising fish in ecologically acceptable circumstances–in general it depends on the practices used, the location and the species.
The best website I have found is the Monterey Bay Aquarium Seafood Watch. It lists recommended fish, alternatives and species to be avoided, and is constantly updated. You can even use a mobile guide on your cell phone as you peruse options at the fish counter. Or just print out the lists and take them with you. I have provided a link below for your convenience.