Yikes! I dont think my horses would eat fish oil with a ten foot pole! lol
We feed soaked flax seed, which gives you your Omega-3 fatty acids. It's wonderful for shining up the coat, great for hooves. We feed about 1 cup per horse, sometimes more. You can get it at any feed store, really. 3 cups water per 1 cup flax and soak it over night. Mix it all together and feed with grain. It will get gooey, don't throw that gooey liquid away that's the best part. :)
We also feed oils as well, for digestion aiding mostly. We just feed 1-2 ounces of soybean oil to help those who need help passing things through.
Corn oil helps adding fat, but is a hot-energy source and can make your horses frisky. :) It's also not great if they tend to have any metabolic disorders, as its high in carbs. It's like pouring syrup over their feed. :)
Theres such things like rice bran oil, which is a good weight builder, coat enhancer, etc, but also adds a bit of energy.
The horses we have on the soybean oil so far havent reacted hyper because of it. :)
Hope that helps! I think you'd be wasting money on the fish oil!