The Sydney Fish Market is located between the a harbour and broadway. It sits on a little nook of the harbour and can be found by the ships docked there, the huge carparks, and the odour.
There are a fair few seats outside that are next to the harbour. It is not the nicest part of the harbour, unless you have an aesthetic appreciation for oil-slicked-water and fish guts. There are some here that enjoy this though: millions of fucking seagulls. They continuously battle ibis' for a chance to scavenge your scraps. A word of warning: do not feed the birds. There are signs everywhere telling you not to do this, but every five minutes somebody decides that they should be charitable. Don't do it or they will descend upon you like the armies of Satan.
I actually expected the food to be cheaper; don't think you will get change from a blue swimmer. My fish-and-chips (with a couple of sides) was around $13. Most people were spending in the $15-$25 category. There were smiles everywhere you looked though. The quality of the food is what keeps bringing customers back. You could find the piece of fish that you wanted, and they would cook it there in front of you in the method that you desire. Perfect.
Parking at the fish markets is hell. Take my advice: catch a tram. There is a tram stop directly across the road and it runs every 10-15 minutes. The staff are nice and the trams are kept immaculate. Most weekly tickets will allow you to ride for free. The public transport is so good you could be forgiven for thinking that you weren't in Sydney.