The first thing we need to realize with that any of these oils in any form are going to contribute calories. They are oils after all, which are made of fats that contribute more calories per gram than either protein or carbohydrates (the other two nutrients that give us energy). So my first piece of advice is if you are trying to add healthier fats to your diet through supplements you should look at SUBSTITUTING rather than ADDING. If you add, you add calories, when you replace, you keep your calories the same but improve the types of fats you are eating.
An example would be having salmon once per week in place of red meats in order to SUBSTITUTE the saturated fat (bad fat) from the red meat with the omega 3s (good fat) from the salmon. Another example would be using margarine or olive oil (plant based) in place of butter (animal based) while cooking.
So if you are trying to watch your weight and taking a lot of oil supplements, you may be setting yourself back. Look at the quality of the fats in your food before adding unnecessary fat to your diet in pills.
If you are eating a well-balanced diet, for the most part these oil supplements shouldn't be needed. The only one I might recommend is Omega 3. Omega 3 can improve your cholesterol level and I would only recommend this if you are not eating enough fish or omega 3 supplemented foods each week (usually 2x/week minimum).
Supplements that are not worth your money include omega 3-6-9 (We get enough 6 and 9 in our diet and the omega 3 is often quite low in these formulas) and cod liver oil (contains excessively high levels of vitamin A and D which can hurt your liver).
The others really carry mixed to very little benefit. So save your money and focus on changing the quality of the fats in your food first:
1) Overall choose lower fat
2) Watch out for trans fats in packaged foods (trans fats will be listed on the nutrition label)
3) Any fat you are having, try to get mainly from plants and fish
4) Speak to your doctor or local nutrition expert if you think you may be deficient and require further supplements