If it's cheaper to buy a whole chicken GO FOR IT !!! Chicken is one of the best sources of lean protein.
Yeah, you can check to be sure it's not injected with unnatural junk, as Tyler mentioned.
It would be best to look for organic or "range free." But if that gets you back into an expensive situation, go for the whole damn chicken any way you can get it, man.
If you're SUPER concerned about the added fat, yeah....avoiding the skin and darker meat helps. (and of course no breaded/fried stuff).
But if you're making the healthier choice by eating chicken as opposed to burgers & Fries, pizza, etc.......you've ALREADY dramatically reduced your fat intake.
When I have gone on fitness quests and changed from the "off season" fare of burgers, pizza and mexican food....to chicken......I eat the whole damn chicken....skin and all.....and have done just fine by getting away from junk food, working out and eating more lean proteins.