Frank's Fish is nothing special. As a matter of fact it's very disappointing.
The best place I've found in Columbus to buy fresh fish is, strangely enough, Whole Foods in Dublin. Their fish is usually great-looking and reasonably priced.
I also buy lots of fish at Tensuke market (the Japanese grocery at Old Henderson & Reed).
That being said, seafood is very, very expensive. There's just no way around it. Working in restaurants I have a pretty good idea of how much this stuff costs wholesale and it isn't cheap at all. Also the seafood market is very inconsistent. This year, scallop harvesting is being very tightly controlled, and this has caused the price of scallops to skyrocket (you probably won't be seeing lots of scallops on menus this summer).
For the past year or 2, salmon fishing on the West coast has been severely restricted. This has caused wild salmon to cost up to $35 a pound.
Seafood really isn't ever a "value" food.
If you don't mind frozen seafood, you will probably find your best values at Trader Joes and the Andersons. At both of these spots, you can find IQF salmon, swordfish, and tuna at pretty reasonable prices. Usually they are frozen so quickly at such low temperatures that there isn't a huge loss of quality.