My doc explained to me that some companies bottle their omega's in veggie capsules. The prob with that is that the oil turns rancid pretty fast, so you don't get the benefits of the oils. Rather, try omegas that are bottled in gelatin capsules, and buy those that are tested for purity, safety and bioavailability. Make sure that what you buy is what actually gets into your body.
I get mine from a very reputable company, my doc recommended them: www.shaklee.net/togoodhealth/memMain
I buy the 'GLA complex'' and I take 2 capsules twice a day. (In addition to my other supplements) The nice thing about this company is that if I'm ever unhappy with a product they refund my money without a fuss.