At the 66.000m2 large Noryangjin Fish Market, you can buy all kinds of seafood. Many of the booths have large aquariums out front, and after making your choice of fish/crab/squid/mussel by pointing, it is pulled out from the aquarium for immediate killing and wrapping.
If you want you can bring your catch to one of the nearby restaurants where you for a small amount can have it cooked as you like it. However, you do not necessarily have to bring your own fish, as the restaurants get fresh supplies directly from the market.
Noryangjin are considerably smaller than Tokyo’s Tsukiji fish market, but as a private person is actually more interesting to visit, since it generally caters more to individuals compared to Tsukiji, which is more for wholesalers. The easiest way to get to Noryangjin Fish Market is to take the subway to Noryangjin station and besides fish, you can also buy various agricultural commodities.
With fish that fresh within reach, I think it would be a shame to cook it. Therefore, when I visit Noryangjin, I usually have a lunch consistingal of raw fish either as sashimi salad or as sushi prepared by one of the small restaurants.