Best fish oil supplements on the market today are the ones certified by IFOS for quality and concentration.
http://www.nutrasource.ca/ifos/
Cheap fish oil supplements can be also harmful since fish oil if it is oxidized (when it has a strong bad fishy smell) is harmful for body.
For sure they work, today diet rapport between omega 3 and omega 6 (pro inflammation) fatty acids is 20:1 or 10:1 for O6... when it should be 1:1. That increases body inflammation, thats why O3 are good for join pain for example.
Brain is a ball of fat, 25-30% of his fat are decosahexaenoic acid or DHA that is one Omega 3. And we can get it trough nutrition or supplements.
Natural sources of Omega 3 are WILD fatty fish like: Salmon, mackerel, sardine ect... fish without fat doesn't contain them. Violent cooking with high temperature can destroy O3, so if you eat fried fish or too cocked you won't get them.
Other sources (not good as fish) are: Eggs ONLY from free raised chicken, and grass fed meat and stuff from grass fed cows like butter. But is hard getting them all only from food, you may do it if you eat only grass fed meat, wild fish and good eggs.
You can make a blood exam test in order to check your fatty acid rapport to know if you need supplements (and how many) or you get them enough trough nutrition.