I will give mine 1 unshelled peanut or a few unshelled sunflower seeds once or twice a week. You can find these sold in bulk for parrot mixes but... you don't want to feed them any type of nuts in large quantities or very often.
Walnuts, chestnuts, pine nuts, brazil nuts, pecans, hazelnuts... in or out of the shell. If you're going to feed almonds only feed occasionally because while they are a healthy nut the kernel in the pit contains cyanide. Might want to go occasional on the brazil nuts as well since they have some radioactivity to them: http://www.orau.org/PTP/collection/consumer products/brazilnuts.htm
But really nuts in general should be an occasional treat since they are so high in fat and protein. Oh, and don't feed raw peanuts, feed roasted if you're going to feed them.