I take algae-derived DHA. Fatty fish get their omega-3 from algea, after all. As a benefit, the algea can be sustainably farmed in clean water, with no microplastics, heavy metals, or other contaminants. It's also not cruel! And the prices are pretty similar to fish oil!
I take these too. Besides being more environment and animal friendly they also do not suffer from buildup of persistent chemicals that is quite an issue with fish and fish derived products.
No concerns with heavy metals and algae sourcing? Supplements tend to concentrate whatever is in the environment they were harvested from. It always feels like a struggle to find reputable supplement providers. I have settled on Thorne for most things.
You're going to get far less heavy metals in algae than in fish. Supplements may concentrate things, but with fish you're adding concentration on top of concentration.