Grape seed oil has become rather popular recently. It supposedly has some of the same health benefits as olive oil, yet it has a fairly high smoke point, 420 degrees fahrenheit, which is just a little lower than peanut oil so it's good for frying. It tastes a little like light olive oil (not extra-virgin) and it's therefore excellent as a base for salad dressings or mayonnaise.

Your point about canola oil* is something that I've experienced as well. It is not well-suited for very hot frying, but it is fine for sauteing, sweating onions, etc. It also has the lowest saturated fat content of any of the common cooking oils. That fact and canola's low cost make it good for deep frying if you're concerned about saturated fat. (I'm not sure why someone concerned about saturated fat would be eating deep fried foods, but still.)

Safflower oil is available in any decent supermarket, and has the highest smoke point of any common cooking oil (over 500 degrees). I would use safflower oil for wok cooking rather than peanut oil.

I have a couple different kinds of sesame oil at home. Because of its unique flavor, which ranges from peanut-butter-like to smoky and earthy, there really isn't any substitute for sesame oil. Although there are refined sesame oils with a somewhat higher smoke point than regular sesame oil, I don't see much point in using them since better alternatives are available. Sesame oil is strictly for flavoring food during or after cooking, and is almost entirely unsuitable for any type of frying. (I have seen TV cooking shows where they used unrefined sesame oil for frying a particular dish, but that makes me question the chef's competence.)

* The writeup says that canola is a "variation on rapeseed oil," but, to be somewhat pedantic, that's not exactly right. Canola is made from rapeseeds, though it comes from a variety of rape plant specifically bred (in Canada) to be low in erucic acid. The word "canola" is an acronym that means Canadian Oil, Low Acid.

90% saturated, ridiculously high smoking point... and useful as a skin moisturizer or, in a pinch, sexual lubricant.

Walnut oil, on a bed of arugula, with crumbled blue cheese and croutons. Enough said.

A short video on the institution that uses more Crisco than anyone else, and what they use it for.

Bad language alert, and most definitely not for the easily offended.

I have to say, lard is the king of all fats.  I've never rendered a slab of hog fat, but I jealously guard my store of filtered bacon grease, which is close enough.  I happen to live a pretty low carb lifestyle, and don't believe that saturated fats are bad for you, so I use my improvised store of lard for just about everything - eggs, baking, pan frying.  I've never found an oil that beats it at high temperatures.

Extra-Virgin olive oil for everything. It's the only oil.

Tipping Sacred Cows

I use extra virgin olive oil and standard vegetable oil for various oil frying needs and for basting things I'm going to grill, but for pan frying I generally go with butter or margarine, depending on the flavor I'm going for. For eggs I usually go with margarine, ditto fried potatoes. Butter is better for some vegetables and maybe for potatoes, depending on how I'm making them. Health reasons aside, is there a reason why you would use oil or lard instead of butter/margarine when making those items?

Ce n'est pas une pipe. C'est une signature.

Here's a decent break down of pans. I finally ditched my "non-stick" pans that routinely chipped in exchange for some stainless steel cookware that I got for christmas.

It is easy to buy small plaster models of what you think life is like.

Non-petroleum oil is still oil.

My cast iron skillet (seasoned as per instructions) has an overall flat black coating inside the pan itself.  Is that how it should look or did I screw up somewhere?

It's the end of the world as we know it, and I feel fine