Leafy greens and fish are probably the most ideal.

I just plugged in a 5oz each of salmon, eggs, spinach, and romaine lettuce, plus 1oz of almonds and a dash of salt. Roughly 95% of my daily vitamins and minerals (depending on your needs, it may change; I'm a 115lbs female) but only 756 calories. [37/10/54 protein/carb/fat ratio - so you wouldn't want to seriously do this as your body can't process THAT much protein, but the glory of this is that with only 756 calories, you can add in most anything you want and still be fine. Oil for cooking and flavor, fruit for variety, whatever.]

I don't know if 3 eggs, 2 servings of salmon, 4-5 cups EACH of spinach and romaine, plus a handfus of almonds is your idea of a good diet, but, hey, it's a place to start. (I think part of what makes paleo so good for you is the advocation of giant salads. Most 'normal' people don't think that 8 cups of arugula and some free range sausage is a reasonable meal, but I find it delicious.)

Maybe raw egg yolk? I have read that when eaten raw (of course from healthy chickens eating insects etc) egg yolk is very close to the ultimate fuel. Something along the lines of it doesnt really have to be "digested" in the manner most of what we eat is. Kind of like a direct deposit.

Perhaps a bit of semantics there as im not really sure exactly what they meant but i can see how the egg yolk in its completely natural state could be a very good, high-nutrient, compact form of fuel.

Other than that i was going to say Cod Liver Oil. Many regard it is a supplement but i view it as a food, even though many of us take it in a pill, etc.

So:

1. raw egg yolk

2. cod liver oil

wild-caught sardines (with bones and skin)

this stuff is straight-up medicinal:

http://www.wildplanetfoods.com/store/products/wild-california-sardines-in-extra-virgin-olive-oil.html

grass fed animal fats would be most nutritionally dense I figure due to the nutrients already inherent (you are eating whatever fat soluble vitamins the animal ate or made as well) also high fat meals vastly increase the absorption of your other fat soluble vitamins and things like fish oil. Also dousing your veggeies in fat (butter FTW) can deactivate some of the anti nutrients in goitergen containing veggies.

After the grass-fed proteins, dairy and fermented foods (again they come with nutrients inherent and in the case of fermented foods sometimes make the vitamins and nutrients you need or teach you own gut bacteria how to do it).

After that low carb high bulk veggies which while not nutritionally dense in a calorie sense do provide other nutrients and prime you gut flora with phyto nutrients and soulble fiber to make more things you need.

As far as the goal of losing weight you either go high fat moderate protein keto (A la PaNu or some of the studies on it (generally 10-15% protein 80% fat from studies I've seen)) or if keeping muscle mass/daily workout/athlete is an issue you go high protein with a calorie deficit (A la RFL from Lyle Mcdonald, not always paleo/primal but decent info, using the protein and BCAA's from the protein generally keeps your muscles intact even while loosing the fat).

Either one will re-set you body's set point and gut bacteria for that set point

of course all of this depends on what bang for your buck you are going for, for me and my goals best bang for the buck has been o3 pastured eggs, and grassfed heavy cream, after that frozen veggies(cause non perishable) and bones from meat for broths.

I'm not sure that "bang for the buck" is necessarily the best way to think about things. Rather, I think it's best to think of what your nutritional goals are & include foods that get you there. It goes without saying that low starch/sugar plant foods will provide some important nutrients at a pretty low caloric "cost". Animal foods, due to the higher fat content (generally), will have more calories, but are the only way to get the high-quality proteins and many of your fat-soluble vitamins. I'd say it's best to always make sure you include some of both, with some variety & it's hard to go wrong.

Greens - collards, kale, turnip, mustard, spinach, arugula, romaine, you name it. Per calorie or per GI rating they're high in calcium, magnesium, protein!, omega-3, fiber, K1, folate, C, iron, manganese. etc. And bunches of phytonutrients too.

Next group I'd chose would be berries.