Thought I'd give fish oil capsules a try... unfortunately for me, I had a couple of bad reactions (stomach upset), including a trip to ER, and here's why:
http://www.drugstore.com/qxa1072_333181_sespider-what_are_the_side_effects_of_fish_oil_supplements.htm
Sticking to whole fish works much better for me.
Cheers,
Chris