I use coconut oil for cooking and in bulletproof coffee. I will occasionally use olive oil in things like salad dressing but other than that, it's coconut oil....

I generally use coconut oil for bullet proof coffee and homemade chocolate. I have cooked with it but it's too pricey for me to use it that way often.

I use olive oil for salads, homemade mayo (light), sauteing and if called for in a recipe.

For frying I use butter or lard.

Canola is not a good oil.
http://www.nutrichem.com/index.php?option=com_easyblog&view=entry&id=71&Itemid=200091
http://www.thegreentimes.co.za/stories/natural-health/item/120-canola-oil-controversy
http://www.livestrong.com/article/153341-canola-oil-side-effects/

For cooking, I use coconut oil, butter, or bacon drippings.

For raw purposes (salad dressing, hummus) I use olive oil.

When you use olive, vegetable, canola, etc. for cooking--particularly high-heat--the fatty acids denature and turn into trans-fats.

And you may already know this, but in case you don't, shortening was an industrial greaser, then then they had a surplus and decided to sell it to common consumers to get rid of the excess. Common consumers bought so much of it that they created a new industry. Margarine is basically plastic made to taste like butter. It's full of hydrogenated oils and other nasty chemicals.