Try the Gulf State Pier. Looks like King Mackerals are running at the end of the pier and there are several resturants that will cook what you catch.
http://www.gulfshores.com/fishing/biting/
If you are in town for business the Rustler will set you back about $35 for a steak, and the Old Farm Beefhouse does not serve alcohol but price is better. If you are just looking for something quick, the po boys at the Seafood Express are the best I have found outside of Mothers in NO and you...