Mackerel is an oily fish with robust flavor which makes it an excellent candidate for smoking. Atlantic mackerel is preferred but Pacific mackerel is also used.
More on the Mackerel Family.
Mackerel smokes well and has a stronger flavor than smoked trout or whitefish. It also is more difficult to eat due to a tough skin that doesn't peel easily and a lot more bones - but it's certainly not as difficult as Vobla, which is quite popular in Russia, Ukraine and around there.