The good news for people not living near the coasts is that many fish are flash frozen on the boats. This means that they spent very little time getting funky before they got to your grocery store. Once defrosted and put in the cases, though, you are relying on the grocery store to not sell you fish that is getting nasty. Ask to smell it before they wrap it up. Fish should smell like the sea - briney, salty, pleasant. If it smells fishy, let them keep it.
"Good fats" from fish come from salmon, tuna, sardines, mackerel, and trout.
Choose wild over farmed whenever possible. Antibiotics are used in fish farming due to the infections caused by the unnatural environment. Since canned sardines are about half the price of fresh, if you opt for that, I would pay the extra for BPA free cans. Others may disagree, but I figure that if I'm eating them for my health, might as well pay for healthy packaging, also.
Shellfish isn't high in fat, but it's a terrific source of protein and some B vitamins.
"Right is right, even if no one is doing it; wrong is wrong, even if everyone is doing it." - St. Augustine