Well, we have been using fish oil for over a decade now, and it has really worked for us.

I have a thread here on EFAs...
http://neurotalk.psychcentral.com/showthread.php?t=6092

But I do want to address the antioxidant content of the Krill Oil.
There are many antioxidants that are very effective.

One is grapeseed extract (similar to pycogenols), green tea,
citrus bioflavinoids, quercetin, Lutein, Lycopene, and Yerba Mate.
I take an Ester C with bioflavinoids, a multi with lycopene, and I have used (but not now) the Yerba Mate.

Now the Yerba Mate comes in capsules for convenience and also a tea. It is very effective for gall bladder problems, and when I used it regularly for almost a year (fixed the sluggish gall bladder nicely), it did remarkable things for my varicose veins in my right leg. Yerba Mate is a tea which is very popular in S. America. I use the green form, which is the organic one, unoxidized during drying.

Grapeseed extract is very good for inflammation, and allergies.

There is a similar type product on RX, as a medical "food", but it is really just another antioxidant. Limbrel.
It is quite costly, and some insurances do not cover it. But the principle on how it works, is very similar to other OTC antioxidants.
http://www.limbrel.com/limbrel.php

So some of the benefits of the red krill oils may be really due to the astaxanthin that is found it in.

And... there might be problems with people who follow the Leviticus diet from the bible. Orthodox Jews cannot partake of shellfish. So Krill oil would be not allowed for them, I would think. Fish oils do not present that problem.