There are a TON of fish oil options out there, so lets try to figure out how you can pick the best one.
Omega-3: DHA vs EPA
DHA is the brain one and EPA is the inflammation one. I'm trying to think of something clever to help keep this straight in you mind, but alas, I can think of nothing. At any rate, DHA is very important during fetal development and young children and is found in high concentrations in the brain and the myelin sheath of nerves. As we age, our bodies make less DHA and often we see myelin thinning. Studies indicate that supplementation with DHA is important for nerve and brain function, to postpone the thinning of the myelin sheath.
EPA helps with decreasing systemic inflammation, and this is most drastically seen in the cardiovascular system. Chronic inflammation leads to those nasty cholesterol plaque formations. When inflammation doesn't go away, more cholesterol is added to the plaques, sort of as a cast to a broken limb. When inflammation decreases and lesions in the vassels can be repaired, the plaques are eventually done away with. (Yes, that means obstructed blood flow from cholesterol plaque formation is REVERSABLE!) EPA assists with the decrease in inflammation process.
Ratio and Concentration
Most fish oils I've seen are close to 50/50 in DHA and EPA. Of course, you can get fish oils skewed one way or another based on what your are specifically looking for. Athletes often will look for higher EPA concentrations since their hard training regimin can cause joint and muscle inflammation, and EPA assisted decrease can help with recovery. (As opposed to the inflammation decrease seen through NSAIDS like ibuprofen and tylenol, which can inhibit recovery, a topic for another day.)
You should aim to take 3-5 grams of DHA and EPA combined. If that means you're taking a fist-full of capsules, the concentration is probably too low. 8 pills is normal, 12 is pushing it, but if you have to take 15 or more, get something else. Or go liquid.
I find it easier and faster to use liquid fish oil. One spoonful and you're done. No questions about if oxidation occurred during the encapsulation process. Quick sniff each time you take it to make sure it hasn't gone bad, you do have to keep this in the fridge. A good fish oil should only just hint of fish in the odor and taste, and I find that if I follow with water in the same gulp, I don't taste it at all and it goes down easily.
The idea of gulping straight oil too much for you? If you go the capsule route, you will want to pop open a pill first upon opening the bottle and every week or so. Sniff it, taste it. If it smells or tastes strong, just like any fish at a store or market, it's probably bad. It shouldn't smell any stronger than fresh sashimi.