All types of nuts are good for you in moderation.
Obviously salted etc aren't, but natural ones are.
Best thing is to get a good variety of all different kinds, don't just stick to one. The natural bags in the fruit and veg section of most supermarkets will have a health wheel (or similar) on them, telling you what they're low in, what they're high in etc.
Walnuts are very good as they're high in Omega 3
Brazil nuts are also very good, and high in Selenium
Almonds are a particularly good all-rounder, full of goodness.
Cashews are also very good.
Go easy on the peanuts though, they're known to slow down the metabolism, so can cause weight gain more than most things!