Let me throw my 2 cents in here. Yes, fish fat will go rancid. Just leave some salmon in the 'fridge a little too long and smell it. And you do need to be careful about cooking it at high temperatures. Slow cooking at low-medium heat is better for almost any fat. (Except maybe coconut oil, but that’s a different thread.)
As for the canned salmon, most of that stuff probably doesn’t have very much omega-3 in it anyway. Someone on these boards described canned salmon as “chum” many months ago. Not all salmon is created equal. The pink salmon in the cans is pretty poor compared to the sockeye or king chinook for omega-3 content.
Plus, you really need fresh salmon. Even with fresh, you have to worry about farm raised versus wild salmon. Many fish farms are feeding their salmon like cattle, using cheap grain based feeds. Guess what! That ruins the fat content of the fish just like it does for cattle. So you should get fresh wild salmon. (And then Dr. Mercola will tell you it has mercury in it. You just can’t win.)
If you really want high quality salmon, go to http://www.davesalbacore.com/ for info on his products. Whole Foods sells it, but a single can is very expensive (relative to Bumblebee, Starkist etc.) It tastes great though.