I enjoy octopus immensely. Although it is very common in Mediterranean European countries, it has not received the attention here in the US. In fact, I suspect many think of it as an exotic food. But if you can get past the tentacle suction cups, you will almost certainly find octopus to be a culinary delight. It’s like many foods; you have to acquire a taste if you have not grown up eating it. I recommend using fresh octopus (buy it already cleaned and prepared) if you can get it.
Some grocery stores and Asian markets carry it. I have no problems finding it here in Florida. I suggest that if you find it fresh, marinate it the same way as I did for the calamari (24 hours) and then grill it the same way. If you cannot find fresh octopus, you can use Vigo’s canned octopus (don’t grill it) as a fallback. They offer it in soy and olive oil, and it is actually quite good. In addition, I use white balsamic vinegar in the recipe. It is not as strong as the regular.