Bigger ones say 3.5lbs and up, I fillet. Smaller ones I gut and scale. then I do milk then flour then egg then seasoned Italian breadcrumbs and Parmesan in a about 1/4" of extra virgin olive oil. Just don't let the oil get too hot or you burn the outside and the middle will be raw.
As with most fish any time you can fry it results are terrific, sea bass "nuggets" are a hit around my house. That said they also end up very good with asian seasoning, soy sauce, ginger, scallions etc.