Walnuts are the best for omega-3 fats. Brazil nuts have the most selenium of any food. One nut is 100 mg, I think. Almonds are the best, nutritionally, I agree. What about pecans? I know everyone wants to know what MY favorites are, so I'll end the suspense. I love almonds, walnuts, pecans and Brazil nuts. I am neutral about pistachios. I don't like cashews (too sickly sweet and a mealy texture) or macadamias much. But the worst are hazel nuts. Funny taste. So, all you people who want to buy me presents out there, please note the preferences.
And don't forget pumpkin and sunflower seeds for healthy, although they aren't nuts. Peanuts and sesame also good.
In any case, just eat a variety, and watch your portion sizes. Also, they are much much healthier raw than roasted.