There seems to be no end of discussion about omega-3 fatty acids. I've gone through pretty much all of it, including Barry Sears' Zone Diet take on why omega-6 fatty acids are bad for one (odd, as one is absolutely essential for survival).
Let's briefly go through the basics of the different fatty acids. Our bodies are really good at making saturated fats, which are the simplest in structure and these are the oft-vilified fats of artery-hardening fame. Monounsaturated fats differ from saturated fats by having one double bond, polyunsaturated fats have more than one. Trans fats are polyunsaturated fats that are chemically modified to remove and alter some double bonds; when our bodies do this, all the bonds are in one form (called "cis"), but when done chemically, half are in cis form, half trans. Our bodies can't deal well with trans fats, because they aren't naturally occurring.
The whole argument about why some of these are better than others comes down to the fluidity of cell walls, which are made of fatty acids. Arteries that are flexible have fluid cell walls and cell walls are made fluid by the spacing of fatty acids. The differences can be compared to drinking straws: saturated fats are like the paper wrapper found around some straws - straight, but limp. Trans fats are like straight drinking straws. Monounsaturated fats are like flexi-straws that have a kink in them. Polyunsaturated fats have multiple kinks, bending back and forth in a zigzag. If you take one end of each of these and roll them between thumb and forefinger, the opposite ends move through different-sized circles. The greater the circle, the greater the space needed to keep them from hitting each other, thus the greater the fluidity. On this basis, trans fats are terrible, polyunsaturated and saturated better, monounsaturated good - and the closer that bend is to one end in monounsaturated, the better (which is why omega-3 is better than omega-6 or omega-9). Current standards suggest that less than 7% of one's calories should come from saturated fat, up to 10% polyunsaturated and up to 20% monounsaturated. Top sources of monounsaturated fats are olives (and olive oil), canola oil, nuts (especially walnuts) and avocados; cocoa has monounsaturated fats, but even more saturated fats. Top sources of polyunsaturated are safflower oil, soybeans (and oil) and corn oil.
Our bodies can turn saturated into unsaturated and unsaturated into saturated, with a few exceptions. There are two fatty acids we can't make, alpha-linolenic acid (ALA) and linoleic acid, and because of where their double bonds are, the first is called an omega-3 fatty acid, the other an omega-6. Two omega-3 fatty acids that particularly important in brain development (and thus found in breast milk) are eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA); we can make these from ALA, but many believe that there are real health benefits from ingesting them. EPA and DHA are found in high levels in fatty fish, as they help keep cell walls fluid at the low temperatures these fish usually inhabit.
Omega-3 fatty acids are not very stable and degrade when exposed to air, which is why fish oil supplements are sold in gelatin capsules. The omega-3's in plants are usually found in conjunction with chemicals called lignans, which help preserve them; lignans have anti-oxidant properties and are phytoestrogens, sometimes mimicking the effects of the hormone estrogen to a small extent, sometimes impairing estrogen's effects (the health effect of lignans are debatable, but should be considered by those with cancer).
Here's the sources of omega-3's, in rough order of quantity:
Seafood: salmon, sardine, mackerel, herring, cod liver oil, trout, scallops, snapper, haddock, tuna.
Plants: flax seed and oil (whole flax seed is indigestible, it must be ground first), purslane, walnuts, canola oil, soybean oil, hemp seed, sea vegetables (algae), dried beans and other legumes, squash.
Other: eggs (must be labeled omega-3 enriched, as it comes from the feed), lamb.
Avoid these: evening primrose and borage supplements (they have weird ones of dubious use and can be contaminated with who-knows-what).
For those interested in omega-6 fatty acids, the best sources are safflower, sunflower, poppyseed, wheat germ, soybean, sesame, corn oil, cod liver oil, peanut oil, canola oil/rapeseed.
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