Remember the story about the porcupine who turned into a shad? Allow me to illustrate the point. This is a shad filet boned by the expert fishmongers at Citarella:

This is what they had to do to the poor creature to get all its bones out:

Now you know why I don't buy shad whole. Incidentally, the meat of shad is not nearly as interesting as its roe. As I've said before it's essentially a giant herring: oily, fishy, relatively firm-fleshed. If you can get it to hold together in a pan, you can treat it like mackerel or even catfish. Just keep the windows open; you don't want this smell lingering in your home.

The cooked shad fillet isn't bad, but it isn't that great either. I'm thinking maybe the best thing to do with this fish is pickle it, like the herring of Scandanavia or Zabar's. Sounds like a project...