Make sure it has the USP label, meaning that it's a supplement that has been verified by United States Pharmacopeia. USP is the non–governmental, official public standards–setting authority for prescription and over–the–counter medicines and other healthcare products that are manufactured or sold in the United States.
Consider that big-box store brands are often as good as name brands.
Many fish oil products are advertised on the Internet. They're not regulated by the U.S. Food and Drug Administration, so if you don't know which ones to choose, ask your doctor for a recommendation.