Baking fish is a snap, whether whole or fillets. And most people find that the more simply it is done, the better.
If the fish is whole, coat it with a little olive oil and lay it in a roasting pan or sheet pan. If you are baking fillets, season them lightly with salt and pepper, spread a small amount of butter or olive oil on the bottom of the pan and dot the fillets with a little butter or drizzle on olive oil. You can also sprinkle them with sherry and parsley. Bake them in a hot oven. With smaller fish and fillets, aim for 450°F (235°C); for larger fish, stay around 400°F (205°C). A whole fish is likely to be done after baking for 12 to 15 minutes per inch of thickness. A fillet will take about 10 minutes per inch. But you want to be very careful not to overcook and dry it out. An instant-read thermometer will read between 135°F and 140°F (57°C and 60°C) when it is done. Don't bake the fish until it is "flaky," for by that time it is overdone.
When the fish is done, serve it with salt, pepper, olive oil, and lemon. You can get fancier if you like. In cooler weather, a hollandaise sauce, sauce Muscovite (a dressed-up hollandaise, if that's possible), or béarnaise sauce makes a rich, if heavy, accompaniment. In warmer weather, a salsa, pesto sauce, or a little lemon-flavored mayonnaise goes well alongside.
If you'd like a more Mediterranean-inspired approach, combine a chopped onion, a couple of chopped garlic cloves, a diced red pepper, and 1/4-teaspoon of dried thyme (or a half teaspoon of fresh) in a pot with a little olive oil over medium-low heat for 15 minutes. Stir occasionally. Add a diced zucchini and cook for another 10 minutes. Add three coarsely chopped, seeded tomatoes and cook for five minutes longer. Season the mix with salt and pepper, then spread it evenly on the bottom of your roasting pan. Lay the fish on top and bake for 15 minutes per inch of thickness (at the thickest part). Serve along with the vegetables.
And by the way, chances are you're not cooking sole. There are a number of varieties of fish sold in this country that are called sole, but, with one possible exception, are actually flounder. The one real McCoy is the Dover sole, which has firm flesh and a delicate taste, but is imported from Europe and expensive. Any other "sole" you buy in the US is a flounder - especially the Pacific flounder, which is sometimes sold under the name "Dover sole." Note the importance of finding a reputable fishmonger.