The risk/benefit ratio of eating fish (the benefits of omega-3 fats vs. the risk of mercury) typically falls in favor of the omega-3 fats and their incredible health effects. Shark is one of the exceptions. Despite having an omega-3 fat content similar to tuna, shark contains almost three times the amount of mercury. Tilefish is another high mercury/low omega-3 fish that should be avoided.
Salmon is your best bet for maximizing omega-3 fats while minimizing mercury levels.