I did it. I fought old ladies (not really) for fish bones at the fish market. But it was worth it. As per usual, I took my recipe from Mark Bittman's How to Cook Everything.
The stock includes: 1 chopped (unpeeled) medium onion, 1 carrot and 1 celery stalk roughly chopped, 1/2 cup dry white wine, 1 pound of white fish bones, and a bay leaf. Combine everything in a pot, add 4 cups of water and bring to a boil. After coming to a boil, drop the heat down to a little less than a simmer and let cook for 30 minutes. Cool slightly, then strain (pressing on the vegetable and fish to get the most flavor). And you're done.
We used the stock in the seafood paella we were making that evening. Not only are fish bones super cheap, but the fish stock it was so easy to make. I'm not even sure what fish bones I picked up, but it worked. I imagine it is a lot less salty than purchasing some at the store. I'll have to try homemade chicken or vegetable stock next!
