Whenever I go out for sushi I always get a salmon roe nigiri and/or a smelt roe nigiri. I've seen this roe for sale in markets that offer sushi-grade seafood.
The sturgeon caviar you can buy likely comes from fish farmed in vats in Sacramento. There are no more wild sturgeon.
Read the label on the greek stuff. It may have soybean oil.
I once bought a lobster that was full of roe. That was the best lobster I've ever had.
That's all I know about roe/caviar.