I would do what pierino suggests! Can't go wrong with that!

All these responses are great, I actually banged my head in our loft last evening and so my husband took over the cooking. We used a 1977 recipe from the NYT cookbook, capers, lemon, butter and fillets coated in milk and seasoned butter. Gorgeous and even nicer because husband did everything and cleared away after.

The flavor of good Dover Sole is so delicate, I think it's best to keep it simple - nothing to obscure it's subtle taste/texture. (I'd save new-fangled/busier sauces for more assertive fish.) So, I'd go with a classic Sole Meuniere - pretty much what pierino describes above.

Btw, it was the dish that made Julia Child fall in love with France, upon first arriving. Her recipe is simple and sort of the 'standard'...I'm sure it's Google-able. But once you've done it a couple of times, it's really the kind of thing you do by heart, no exact measurements, etc. required.

For Dover Sole fillets I would suggest a quick saute in brown butter, salt and pepper and finish with lemon. If you want to get fancy add some capers, but keep it simple. Having said that, I'm not crazy about Costco as a source for fish.

Having cooked thousands of Dover Sole filets during my first 2 years at uni in England, I can recommend that pouching in white wine & a little lemon juice for just a few minutes, then remove the filets from the pan, reduce the liquid to at least half to thicken, then remove from heat. Stir in several pats of butter til melted. Put the sauce on top of the Sole and enjoy. Very quick and easy. This basic recipe can have many added ingredients, such as Pernod, some parsley, mushrooms, etc. Just needs a little imagination. Also, Le Repertoire de la Cusine (it is published in English) has more recipes for Dover Sole than you have had hot dinners! It is the bible of classical French cooking

Whole or fillets? I like it too but when I had it in Dover (whole) my dining companion said it was invalid food. He also thought it shocking that I ordered oysters on the half shell, but they were quite good. Funny.

This sounds delicious, and the story that accompanies it is pretty funny as an added bonus. http://www.food52.com/recipes/3281_poached_sole_with_blood_orange_beurre_blanc
Also the most recent issue of Cooks Illustrated has a recipe for baked sole, if you're interested message me your e-mail and I'll send it along.