First, choose the seafood you like. We finally went with squid, shrimp, octopus and mussels in shells (you can also get without a shell, if you like).
I buy them all frozen (only the mussels are fresh) and I already have some favourite brands but that depends on the tastes. First of all, because the shellfish comes already cleaned and I trust it was frozen at the source and didn't have to stay "fresh" in the store for I don't know how long.