Pan-frying Salmon before baking it
I've baked salmon dozens of times and the most common mistake people make with it (even in restaurants!) is baking it for far too long.

It dries out because it continues to cook after you remove it from the oven.  Of course, people bake it until they think it's thoroughly cooked - so by the time it's cool enough to eat, it's completely dried out.  This happens with meat too, but it's a lot more noticeable with salmon and other fish because the baking time is so much shorter.

For a typical fillet (about 1"), you'll want to thaw it completely first, then bake it at 450° F for no more than 10 minutes.  If it's thinner, dial it down to 8 minutes or so.  You can also wrap it in foil and bake it for about 13-15 minutes; I don't do this because I find it unnecessary, but it can help to mitigate some of the drying-out if you're still having problems.

Oh, and don't leave it in the baking dish after you take it out of the oven!  Transfer it immediately to a serving platter (preferably warmed, but not hot).

As long as you don't over-bake salmon, it will not dry out.