You can buy oil sprayers that make using oil much easier. It is also more natural than using those yucky chemical sprayers (Pam, etc). You just keep refilling them with your oil of choice.
Also keep in mind that certain oils loose their best quailities when heated. One example is olive oil. It looses alot of it nutritional value when heated, so to get it's full benefit is better to use it in dressings or to spritz on after baking for flavor. Canola and sesame on the other hand can tolerate higher heat.