Nuts are great, but moderation needs to be applied, definitely.
I've been eating raw almonds but during my annual checkup a couple of weeks ago, my PCP recommended walnuts instead, as they have more Omega-3s and other healthy fats. I believe that nuts are actually a source of fat, with just a little protein, so instead of trying to find the 'highest protein nut' you'd be better off seeking out the nuts that have the highest percentage of healthy fats.
And again, 'healthy' in this case doesn't mean 'eat all you want'. I eat only a few nuts per day, as snacks (like maybe a couple of almonds mid-morning).