Since they are high in fat and protein content, it's best to buy nuts whole and in-the-shell whenever possible. Avoid nuts that are broken or sliced, as they are more prone to rancidity. Many nuts are also a good source of vitamin E, essential fatty acids, calcium, phosphorous, magnesium, and potassium.
At the Ferry Plaza Farmers Market, you can find almonds, chestnuts, peanuts, pecans, pistachios, and walnuts from various farms. For more information on specific nuts, see the Fruit and Nuts Seasonality Chart: http://cuesa.org/page/seasonality-chart-fruit-and-nuts