You should always choose low-fat protein. Lean meat, poultry, fish, egg whites, and low-fat dairy products normally contain low-fat protein. As for milk, whole milk contain more fat, but skim milk is low-fat.
You can choose fish, but try to avoid high-fat meats. Some fish (such as halibut, tuna and cod) contains less fat and cholesterol. Some other fish (such as salmon, herring and mackerel) contain rich omega-3 fatty acids, which can reduce blood fats (called triglycerides) and decrease heart attack risk. Some foods contain monounsaturated fats or polyunsaturated fats - such as walnuts, soybeans, peas and lentils and canola oil.