[Cougra]

Before you think about killing the fish, try feeding him on some frozen food. Use this method as a last resort as I know it's hard for a lot of people to do.(Even as an anglar I have a hard time actually killing a fish.) The quickest most humane way to kill a fish is to put a sharp object through it's brain. Some people also suggest squishing smaller fish or hitting its head with a hard object.

Here is a link to the anatomy of most common fish to see where it's brain is:
http://www.hedley.ca/anatomy_internal.html