I'm with swill, the only reason I take fish oil caps is cause I'm vegetarian and don't get enough Omega-3, when I can get avocado's I opt to not take the fish oil.
The caps are probably made from gelatine, which is not vegetarian ....
Being a vegetarian I tend to avoid gelatine unless it is
real medicine, I.e. pain killer, antibiotics, etc.
One thing that bothers me with how pills are made is that the majority contain additives for cosmetic reasons where the health effects are still disputed. For example colloidal silica (texture) and titanium dioxide (nanoparticle, white pigment).
There exists bottled Avocado oil - if you can find it, you won't have to always get fresh avocados. It is often difficult to time the use of each one in a bag to when it is not too hard and not too soft.
Unfortunately many sources of Omega-3 contains also large amounts of Omega-6, and it is thought that omega-6 somehow counteracts the good effects of omega-3. I am not entire sure how, though...
The only common plant stuff I have heard of that contain much Omega-3 but little Omega-6 is Chia seeds, but I have never seen bottled Chia oil.