If you are real anal about it, the facts are;
Olive oil is more suited to salads and for cooking at moderate temperatures.
peanut oil is similar to olive but has a high level of omega 6, so should be used sparingly
sesame oil same as above but can safely be used for frying as it contains unique antioxidants that are not destroyed in the process (of frying)
safflower, corn, sunflower, canola, soy and cottonseed, avoid like the plague, unless you can find "cold-pressed", like sugar and sweeteners...Hydrogenated fats are the worst type, that contain no nutrient value.
Tropical oils like coconut, are the best to cook with as it is high in Lauric acids.
Oh, and butter is good.