I usually just get my fish from the fish market of my local grocery store. Just ask them when it came in (make sure it was that day sometime), and give it a good sniff to make sure it doesn't smell, well, fishy. I've been making sushi with regular store-grade fish for years, and I have yet to get sick from it.
I'm not sure about the 'previously frozen' thing. I know my boyfriend refuses to use previously frozen fish, but I think that's just him being a purist.