The smaller the fish and the shorter the life-span, the less toxins they accumulate. Always choose wild over farmed, since the latter will contain antibiotics and other bad stuff you don't want to ingest.
Small fish include sardines and anchovies. They are better sources of omega-3 than bigger fish like salmon. However, if you like salmon, be sure to choose wild fish (e.g. Pacific or Alaskan salmon) instead of farmed fish (e.g. Atlantic salmon) to minimize exposure to PCBs, dioxins, pigments and antibiotics. Sockeye, chum and pink salmon—all Pacific species—are always wild; king (chinook) or coho salmon may be wild or farmed.