Fish is a wonderful source of protein and Omega-3s. It's lean and it's a healthy alternative to fattier meats.
Fish is generally inexpensive and may be bought fresh locally for added benefit.
Go out with your family (or by yourself) and catch your own! You'll get fresh air, a nice view, peace and quiet (hopefully), and it's a very low-cost endeavour. Plus, nothing tastes better than fresh-caught fish on the grill!