I'm confused about this too. I use EVOO for just about everything, but I should probably start using the coconut oil I've got sitting around when I cook up my eggs. Here's a nice website that compares the level of Omega FAs, Saturated fatty acids, Poly-and Mono-unsaturated fatty acids in various oils (http://math.ucsd.edu/~ebender/Health.../oil_good.html
), but it doesn't include coconut oil :-(
I've read that safflower oil is best for cooking, and virgin olive oil (or if you've got the money, high quality linseed oil) for cold preparations.
Omega-3 FAs are what you really want, and you have to pay big bucks to get them (linseed or flaxseed oil). I add chia seeds to my smoothie to get omega-3s since I HAAATE fish oil, and there have been some PCB/Dioxin contamination issues with fish oil and various gelatin products used as carriers in the pill.