Like Mike said, ocean caught fish and grass fed meats are the only good dietary sources of omega-3. However, I disagree that walnuts are a good source, their omega-6
mega-3 ratio is 5:1. Other than that, you have to go with fish oil/cod liver oil/krill oil. Also, the flaxseed has a form of omega-3 that must be converted to EPA and DHA before it is used by the body, but the conversion ratio is very low, in the order of 5%, so it isn't that hot of a source either.
The best oils to use are olive oil, coconut oil, palm oil, palm kernal oil, and grass fed lard and tallow.