We're basically looking at the lesser of the evils here.
Of course, steamed is best. But if you must get an actual dish, chicken chow mein (without the crispy noodles) is a good choice.
Most everything (with the exception of steamed) is going to be fried in oil. And, naturally, any stir-fry that includes deep-fried meats (like General Tso's chicken, for example) will be very high in fat and calories.
I love Chinese food and refuse to give it up. I just eat it in extreme moderation. I even still hit the Chinese buffet every once in a great while.
Egg rolls, as far as deep-fried food, aren't really all that bad. Most egg rolls, as long as they're not massive, are between 100-200 calories a piece. Spring rolls are even less because of the thinner wrapper.
This is a good informational site on Chinese dishes.
http://www.cspinet.org/nah/chinese.html