Yes, generally the more fatty the fish, the more flavorful the fish. Vitamins and other nutrients in the flesh also tend to increase in step with a fish's fat content. The darker the flesh color of a particular species (or a given anatomical area of a particular fish), the higher the fat content is likely to be. If you want your fish flesh to be as lean as possible, white fishes are usually your best bet.
Fat content usually decreases in relation to the depth of a fish's living environment. At a given latitude, the bottom-dwelling fishes like sole and cod are usually leaner than those, such as tuna and herring, that dwell near the surface. And any given fish will be leaner after it has spawned or experienced a food shortage.