Cooking Oils, What's Healthy
You mention that you don't like most vegetable oils for cooking. What oils should I use?
The bottom line is that when possible, buy and use organic, unrefined, cold-processed vegetable oils. Use extra virgin olive oil in salads or to add to cooked foods, but not for high temperature cooking. Unrefined walnut oil is also good, but again only for low temperature uses.
You can use virgin coconut oil (high in beneficial saturated fats and medium chain triglycerides) for most mid-temperature cooking. However, coconut oil has a smoke point (the temperature at which it smokes and breaks down) of about 350 degrees F (171 C), which means it is not suitable for high temperature cooking. Other choices include virgin olive oil and even butter in small amounts.
Use avocado oil for high temperature cooking. Avocado oil has a very high smoke point by comparison to other cooking oils. It will not burn or smoke until it reaches 520 F (271 C), which is ideal for searing meats and frying in a Wok. Another good cooking oil is rice bran oil 495 F(257 C). Again, look for organic, cold-processed oil.
Here's a link to oils and fats and their smoke points that should be helpful.