I've switched from using fish oil capsules to eating sardines as they are quite high in Omega 3 (around 1g per 3oz), low in mercury, in no danger of overfishing, and relatively cheap.
Costco sells Wild Planet brand -- cheap, tasty, and sustainable.
Also, if you want to avoid the extra omega 6 fatty acids, get the sardines that are packaged in water or olive oil (which is mostly monounsaturated fatty acids) rather than soybean oil.
This is one of our fallback lunches/snacks when we haven't made it to the store recently and/or don't have time to cook.