I prefer the taste of raw, unsalted nuts so my choice here is a matter of personal preference and isn't based on nutritional considerations. Some people find that raw nuts are harder to digest than roasted nuts, but I've never had that problem.
Overall, nuts are a very healthy snack - as long as you enjoy them in moderation and avoid the salted varieties. Because they're high in calories, I limit myself to a handful per day of my favorites - cashews, almonds and walnuts. The monounsaturated fat that nuts contain is good for the heart and, in fact, can lower your risk of heart disease and heart attacks. This good news came from the ongoing Nurses' Health Study at Brigham and Women's Hospital in Boston and the Harvard School of Public Health. Researchers monitoring the health of 86,000 nurses enrolled in the study found that the nurses who ate more than five ounces of nuts per week (about the amount you would get by eating a single airline packet daily) had one-third fewer heart attacks than those who rarely or never ate nuts. Walnuts are especially valuable as a rare vegetarian source of omega-3 fatty acids.
My only reservation about roasted nuts is that their shelf life is much shorter than raw nuts -- that is, they tend to go rancid much faster. Unsaturated nut oils oxidize quickly on exposure to heat, light and air so it is best to store all nuts in airtight containers in the refrigerator or freezer. Always smell nuts before you eat them or add them to recipes, and don't use any that smell like oil paint.
Andrew Weil, M.D.