First for some definitions:

“Extra virgin” refers to the very first pressing of the produce, whether it be olives, coconut, etc...so it has the least processing and impurities...

“Cold Pressed” is exactly that, it uses no heat, thereby maintaining the most nutrients.  

“Expeller pressed” refers to the processing method where mechanical  pressing vs. chemical, is used to extract the oil.  

“Refined” oil means that the taste and composition are chemically controlled, usually to improve lower quality oil.  Highly refined oils, are processed to eliminate impurities and allow for a higher smoke point,  however the final product can be stripped of nutrients.

“High oleic” oils such as safflower and sunflower tend to have more monounsaturated fat than their counterparts, and therefore a smaller percentage of the bad saturated fat.

The best oils in my opinion, are extra virgin coconut, avocado, and olive oils.  The first two can withstand a higher heat, however, I try to let my clients know that if you need to cook a food, use a little water or broth to slightly steam, vs fry/ stir fry with oil, and then add a drizzle of oil after cooked, to maximize nutrients and minimize the free radicals that occur in the oil when heated.  Once heated to a high smoke point, the smoke releases toxic fumes and the compounds in the oil convert to free radicals, which can oxidize and lead to damage in the body.

Rape seed (which makes canola oil),  is highly processed and is one of our genetically engineered crops, as is soybean oil, corn oil, and therefore the “vegetable oil blends”, so if you are concerned with GMO’s like myself, you will steer clear of these.  

Other oils such as flax, walnut, hemp are great for dipping or salad dressing to maintain their full flavor, and are a good source of  omega 3’s.

The bottom line:

All oils are 100% fat and 100-150 calories per tablespoon, which can contribute significantly to weight gain, if not careful with how much you use.  Also, ALL oils contain saturated fat, just in different percentages. Olive and canola oils have the least percentage.  Lastly, when using oils, choose low heat if cooking to maximize nutrients and prevent free radical damage.