You can roast any fillet, but do it carefully. Roasting will dry out your fish very quickly if you leave it in the oven too long.
Roasting is an excellent technique for the meaty or oily fishes that don't respond as well to moist-heat cooking.
Roasting is an all-purpose cooking technique, and you can use it for just about any shellfish.
Roasting and whole fish were made for each other. You can roast any of them, and the skin helps reduce the risk of drying out. (Whole fish may take just a minute or two longer per inch of thickness than fillets or steaks.) Roasting is also the best technique for stuffed fish.