Food Suggestions Requested

I have recently taken Prince, a male black, longhair, 7 year old cat, into my care. He is one of two cats living at my partner's parents' house, and is underweight (can feel each rib and vertebrae), and very stressed by introduction of a hyperactive Australian Shepherd. (The other cat, a 10 year old Russian Blue by the name of Smokey, could care less.)
We have since relocated Prince to our residence where he is happy, curious and energetic. He's lived here for at least a week now, and I've been feeding him our roommate's cats' food, which is a cheap, generic Costco brand, and it seems to make Prince a bit queasy as he consistently wretches for a few minutes each time he eats. He's yet to throw up, but I'm not sure why this reaction is occurring.
I've purchased WELLNESS Core wet food to supplement his diet, and I think that or Blue Buffalo will be my choice for wet cat food, but I am looking for a grain free dry food that might not upset his stomach, and will help him get back to a healthy weight overall.
Any suggestions?

Here's a semi-recent photo. His fur has gone white through stress around his neck.

You're better off just leaving him on 100% wet and working a few more brands into the rotation. Dry food dehydrates cats and is connected to loads of health problems, some of them serious (like kidney disease). Because dry food is made with grains which cats aren't naturally made to eat, it could very well be causing the wretching you're seeing. I don't know what brands are available in Nova Scotia, but budget brands in the U.S. include Fancy Feast classic line (pate style), Friskies pate and Sheba. In general, you want high protein, low carb food, no grains.

Are you near Bedford, Nova Scotia? There's a Petsmart there. The reason I mention that to fellow Canadians is because Petsmart seems to have the most frequent sales. Friskies or Fancy Feast pates, or Grreat Choice pates - equivalent names.   Don't waste your money on Blue Buffalo - there are better choices for better prices. But it's your call. 

Failing that, go check out your local Walmart, or Loblaws even has decently priced/quality house brand 'PC - extra meaty' canned cat food.  

Dry - Orijen or Acana are great choices if you have to go dry. They're grain/gluten etc. free.  You've got plenty of stores out there that carry both.    Like Raintyger mentioned, focus on giving wet food if you can.  But I understand the need to feed dry, when you're not going to be around. 

I actually live within bus distance of said PetSmart. I will take a look.
I suppose that Blue Buffalo is only just a brand name. I'm looking for one without artificial preservatives if possible.
I'm fairly new to keeping my own cat and taking the responsibility of purchasing foodstuffs for it.
Thank you both kindly for the suggestions thus far.