How do I choose frozen fish so that it doesn't release so much water?
As far as I am aware, you cannot recognize this in advance. 

What you describe is due to very damaged cell structure in the fish. The "water" are the fluids contained in and around the fish cells, which make the filets juicy. They flow out when the cell walls in the fish rupture. 

The reason for rupturing is that the fluids are water-based, and water expands in the 0 to -4 Celsius range. When meat or fish is flash-frozen, it goes very quickly to under -4, and in the small time it spends in the problem range, the cell walls withstand the pressure from the expanding ice crystals. When it is frozen in a "slow" process, the cell walls rupture. Or, if it was flash-frozen, but sometime during storage it spend long periods above -4, it will also have this problem. 

There is no way for you to recognize whether a piece of frozen fish or meat in the supermarket was flash-frozen or not. So sorry, but you have to rely on luck, and maybe try to find if there is a correlation between certain brands and quality by buying them repeatedly.