Until the 1950s, when the Canadians bred a strain humans could eat, rapeseed/canola oil was toxic to humans. I lived in a village surrounded by the stuff and it caused lots of allergies, so I wouldn't touch it.
Coconut oil is good for high temperatures, ditto lard. If you're going to roast, duck and goose fat are great, so is dripping. Olive oil has a relatively low smoke point and sunflower oil changes its chemical composition from good to bad as soon as it's heated. Ghee is great for high temperatures because all the milk solids have been removed, but the milk solids in butter give it a tendency to burn. You can damp that down a bit by adding a smidgen of olive oil though. Ghee can be expensive and the cheaper stuff often includes an additive which tastes vaguely of pineapple. Palm oil is great for high temperatures too, it has a bad rep because some brands haven't been rainforest friendly.
This was on a food show recently,( cant remember which one) basically you wont go wrong using Olive oil for cold or low heat situations and lard for high heat....................
I use coconut oil for frying (and as a hair conditioner!) and I use olive oil for most other cooking, sometimes combined with butter. I use extra virgin olive oil for salad dressings.
My husband uses extra virgin olive oil for all types of cooking. Loads of it. Although even when frying he doesn't go very high with the heat. If he is cooking I eat what I'm given and always enjoy it.