I have marinated it in all kinds of different marinades and bbq'd it. It was all good eats. My wife likes to batter and fry it; that's my favorite. We have even boiled it and used dip; tastes similar to lobster that way. enjoy.
If you fry it in butter with garlic and add some 7up about 2 minutes before it finshes, it ends up tasting a lot like lobster also. The other way you can do the same trick is to just carmalize some sugar to the top of it as its getting towards done. This works with cabezon and lingcod also.
for smoking it, I like brown sugar, salt, ginger, and garlic. then I lay slices of onion over the top of it.
I made sturgeon kabobs a couple years ago that got inhaled. simple teriyaki sauce brushed onto everything while it was on the BBQ.
I forgot to mention that I usually add lemon pepper as well.
I often smoke using alder since it isn't a very harsh smoke. Things like hickory and maple penetrate fish so much that pretty much all you taste is smoke.
The best way to prepare sturgeon is to trim ALL and I mean ALL the orange fat of the fillet. Cut it into 1 inch cubes Dip them in home made beer batter and deep fry them. YUM YUM YUM!!!! and some pepper or garlic.
p.s Make sure you trim ALL the fat off that is the key to good sturgeon!