Nordic Naturals, and I believe a brand called Carlsons state that they test for heavy metals on the back of their labels, and assure purity.

I started using Neptune Krill Oil, which is supposed to be much better than fish oils. You can read about it at Mercola.com, and while he will try to convince you his is the only brand to buy (it is a good one), I did a comparison, and it looks like Source Naturals brand of it is exactly the same, but a little cheaper. And the neptune krill oil is supposed to be metal free as well, supposedly more pure than fish oils altogether.

~Tia