Unfortunately krill oil is hyped way out of proportion. It is very expensive for what it is and the only real difference between krill oil and a quality fish oil is that it contains a small amount of astaxanthin. We have now added not only natural astaxanthin to our Premium version but also a natural lycopene which can help reverse photo-aging of the skin.
Some krill oil marketers claim that the phospholipids in krill oil are more bio-available than the triglyceride and ethyl ester forms of fish oil, but there is ZERO scientific evidence to support that claim. It is pure conjecture.
There are components to natural fish oils which are not present in krill oil which benefit the body, especially in the area of anti-inflammatory effects. We have proven that with the special blend of natural NZ hoki oil we use in conjunction with a high concentrate tuna oil. If you click on our Omega 3 fish oil page and then read the Buyers Guide on that page you will find a more detailed explanation.
The question about Mercola's krill oil came up some time ago and I answered this on my personal blog. The item can be found at http://blog.xtend-life.com/warren_matthews_blog/2009/8/14/what-about-the-krill-oil-that-dr-mercola-sells.html
Hope this helps. Please let us know if you would like more info about this.