Here is the ultimate cooking oil guide so you’ll know which one to choose. 1. Olive Oil This is my personal favorite because of the flavor and the overall nutritional aspects. That being said, it’s got a lower smoke point than some of the others, so it’s not good for high-heat cooking. 2. Avocado Oil This is what you reach for if you’re cooking at high heat, but don’t want to use something like a vegetable or a peanut oil It’s not a mild flavor and is good for pretty much any type of cooking. 3.