For cooking, you may want to choose between corn, vegetable, safflower, canola, and olive oils. These are all good choices for everyday cooking. If you intend to use an oil as a means of providing flavor to a dish, then use a more flavorful oil such as extra-virgin olive oil, pumpkin seed oil, or sesame oil. They each have a significant amount of flavor but are rarely used to sauté or fry because they tend to burn at high temperatures. As for frying, use what the pros use: canola or peanut oil. And if you are really looking for a whole lot of flavor, use pork fat, in the form of lard.