EWG does a lot of work around researching toxicity levels in our food and home products. This is a great list to help you in the fish department.
AVOID IF PREGNANT:
Gulf Coast Oysters
EAT NO MORE THAN ONE SERVING FROM THIS LIST PER MONTH:
Mahi mahi tuna
Great Lakes salmon
Gulf Coast blue crab
Channel catfish (wild)
LOWEST IN MERCURY (recommended) :
Blue crab (mid-Atlantic)
Haddock Trout (farmed)
Salmon (wild Pacific)
* Shrimp fishing and farming practices have raised serious environmental concerns.
** Farmed catfish have low mercury levels but may contain PCBs in amounts of concern for pregnant women.
Data From The 1970s Show High Concentrations (No Recent Data Available)