When I lived in Washington, DC, I used to enjoy going to this fish market on the waterfront close to L'Enfant Plaza. That fish market was one of the few redeeming aspects of living in DC. They sold fresh fish off the boats in these open market stalls and several of the stalls would also cook your purchase any way you'd like it. Refreshingly, the tourists didn't touched it.
They'd regularly have boiled crab, shrimp, and fried fish that they'd sell to you in brown paper bags or styrofoam containers with a couple packages of hot sauce. It was by no means a classy joint - but it was cheap and fun. People would just find a spot on the pier and dig in with their hands.
Are there any places like that in the Bay Area? Or even an hour's drive away? I live close to the Tokyo Fish Market in Albany/Berkeley but it's not the same.