I thought they were lying; I was wrong.
It is worth fishing for your own shark rather than going to a fish market to purchase shark fillets or steaks because part of the fun is the experience of having a shark hit the end of your fishing line. There is nothing like it - the hook feels like a Mack truck took your bait.
And if you happen to hook a larger shark, Lord help you and be prepared to fight to land him; he does not want to be your dinner.
A couple key tips: if going shark fishing, go with someone who has gone before; do not ever put your fingers, hands, anything in the shark's mouth to retrieve a hook unless it's metal; and be prepared for the best time of your life.
A quick note: you have a limit of two (2) sharks of a certain size by law. Obey the law as the fines for having undersized shark or over the legal limit are quite steep.
The friends who recommended shark fishing also recommend two ways to cook the shark. Either beer batter and deep fry strips, similar to what is done with catfish, or coat with a teriyaki sauce, perhaps with a little ginger thrown in, and grill lightly on a charcoal or gas grill. However, I've included a couple recipes from friends and online that might help you.