I have had good luck with Naturemade (from Whole Foods) and Nature's Bounty (from Costco). It helped me improve my HDL from low 40s to mid 60s over the course of a 3 months. I'm pretty sure this change was almost entirely due to fish oil because my diet and exercise were the same in the months preceding each test.
Carlson's liquid fish oil (lemon scented) was also effective but was a bit too pricey for me for long-term use.
Imo, a key consideration when buying fish oil is looking at the the mg of EPA and mg of DHA as a % of mg of total Omega 3. I've seen some fish oils with 1000mg of Omega 3s but only 300mg of combined EPA + DHA.) The Naturemade/Nature's Bounty capsules that I take have 1400mg Omega 3, of which almost 1000mg is EPA and DHA.
I store capsules in freezer to prevent them from going rancid.
Certain OTC fish oil brands seem to have high reputability (e.g., NordicNaturals) - it comes down to balancing quality and cost. I take up to 6 capsules a day (3 with breakfast, 3 with dinner), and NordicNaturals would be too expensive for me.