Proteins are made of amino acids that are folded together. There are essential amino acids - those that our body cannot make, and non essential amino acids - those that our body can make. Proteins that are made up of all the essential amino acids are said to be complete while those that lack in one or more essential amino acid are incomplete. Complete proteins come from sources such as meat, eggs, cheese, dairy and soy. Incomplete proteins come mainly from vegetable sources with the one exception being soy.
The ideal source should be complete proteins. For most people that isn't a problem. If you are worried about fat intake, try lean cuts of beef, chicken and turkey. For vegetarians whose main source comes from incomplete proteins, getting a variety of vegetables and whole grains throughout the day will ensure that all essential amino acids are consumed. Also, using soy protein (which is the only complete vegetable source of protein) is very beneficial.