What types of oil are healthy for cooking with?

I see a lot of different types. For a cooking lubricant I usually just use pork fat but this is sometimes too over powering. It seems that Canola Oil is one of the worst oils. The name sounds like some type of natural plant (clever marketing) but it's derived from the words "canadian" and "oil". It's made in some kind of laboratory. How do others like olive oil, coconut oil, peanut oil stack up?

Olive, coconut and peanut oil is good.
Chinese and mexicans use pig fat, which is natural and have less processing chemicals. you can make your own by buying port belly and fry them in high heat.