I don't know that I really have a favorite, but I do use a wide variety of coatings to keep things interesting. Straight up make your own out of flour (or corn meal), salt, and lemon pepper, beer batter like Shore Lunch version, I also use plain, Italian or Panko bread crumbs. At times I will even mix bread crumbs in with a flour-based coating, which is excellent as well.
As for the wash, again I mix it up. My preferred is beaten eggs with a dash of milk or I'll just use plain milk or water.
I probably have a slight preference for flour-based coatings, but that's just me. They tend to make excellent leftovers re-warmed the next day for a fishwich with cheese lunch. Note, I much prefer to reheat them in an oven as opposed to a microwave.
When it comes to cooking oils, I strongly favor olive oil, but will occasionally use other oils, or even pan fry in butter.
That's one of the beautiful things about walleye, there are a ton of options out there for coatings and techniques.