The best way I know to cook sheephead is baking them, Here is what I do:
Filet them and skin the filets so all you have is the meat.
Brush on a mixture of melted butter and minced Garlic on both sides then place in a glass baking dish that has been sprayed with non stick coating, Bake at 375 for approximately 15 minutes remove from oven and flip the filets brushing with the butter/garlic mixture again.
after 5 additional minutes check texture of the filets if done (meat is flaking, white and seperates easily with a fork) or if near done. Add one one can of chopped or diced Italian sytle tomatoes (Basil ,Oregano and Garlic added) reduce heat to 325 and let simmer in the tomatoes for 5 minutes. Serve over long grain wild rice with a side salad, ( If possible also have some fried oysters with this dish it adds another level to the experience)