omega 3 and omega 9 fatty acids are good, whereas omega 6 are bad.
if you can, get unsaturated fats, and don't let these fats oxidize, as this will form omega 6. avoid saturated fats, but most of all avoid trans-fats-the bane of life.
there is some talk of fat being a better fuel source than carbs and sugars, but that's under hella debate.