Monterey Bay Aquarium provides an excellent list of which fish and seafood to buy and which to skip.
It’s fully hyperlinked, so you’ll find out why you should avoid a particular fish. Orange Roughy, for example, is a fish I’ve bought and wrote here about in the last few months, but I had no idea it was on the avoid list… (due to its slow reproductive rate and potentially high mercury content). I was also surprised to see Atlantic cod on the list (due to overfishing).
You can view the list by region (US only), and you can print the list out, and make informed decisions next time you’re at the market.