Pat, if you have an ethnic food market in your area, check there. The Asian food markets around here usually have whole skinned rabbit for way less than the mainstream-white-people supermarkets. It's still kinda expensive, but I think it's more like $4 at the Asian market vs. $17 at the supermarket.
I've never fed them a whole fish but I did pick up the head and tail of a salmon at the supermarket a few weeks ago. That was very popular with all the animals. It did have little bones and sharp parts, but we didn't have any problems with anyone getting sick from it.
Actually, now that I think of it, the H-K supermarket (Asian market) sells whole frozen fish for incredibly low prices. I ought to go pick some up tonight. Hmm...
Will let you know if I see any adverse reactions from them.