is excellent for user reviews, and as far as I can tell they're unbiased. Avoid anything that comes as a testimonial on a site selling a product, they're usually fake. Fish oil and evening primrose oil have been around for long enough that you should be able to find scads of research as well as reviews.
I've a feeling that krill oil is the latest version of the standard fish oil; it's worth checking whether it's an improved version in some way (e.g. better balance and/or higher level of ingredients), or whether it's just hopping on the bandwagon and charging more money. Most of the useful research will be on fish oil; assume that it works similarly.
Starflower oil is also called borage oil. You can use it instead of evening primrose oil, as it's got a much higher concentration of the active ingredient (GLA) but works out a lot cheaper. You should probably try 1-2g a day of starflower oil and 1-2g a day of the fish/krill oil. A lot of the time, women try 500mg a day of one or the other and then don't get an effect because the dose is too low. When I started on echium oil, I was on 4g a day. It worked pretty well (I'm taking it for ME/CFIDS primarily), but I just couldn't afford to keep taking that much of it.
As for the diet influence, I'm glad to hear that your PMS has improved. I'm hoping mine will sooner or later; at the very least, once I've finished dieting and everything's settled down again. I've been told by two doctors that the weight gain is probably what set the PMDD off in the first place. It's still possible that your weight loss could be causing hormonal shifts, though, especially since it's already affected your hormones. Or it could be perimenopause; hard to tell. How old are you, and if you're young for menopause, does early menopause run in your family? Are you still getting your periods at the same intervals as before? Have you recently been losing fat in your abdominal area?