After I posted about Marlin the other day I belatedly thought to do a little research, since I didn't want to be promoting fish that had safety concerns or were over-fished, etcetera.
A quick Google search yielded this article.
The article is also a useful starting point to learn more about different types of fish and various concerns related to the catching and eating of them.
According to this article, Marlin poses both a health risk (due to Mercury levels) and is over-fished, like swordfish. However, I think like everything else it would be fine in moderation (and who knows the next time I will eat it), though probably better consumed in areas close to where it is fished.