As nomad says olive oil is probably the best. Whenever you use oil, whether for dressing or cooking, it is best to use a monosaturated oil. There are a number of oils high in monosaturates. Monosaturated oils are better for you than saturated or eve poly unsaturated oils.
For years, the powers that be told us to use poly unsaturated oil instead of saturated oils. Years later they actually discovered the monosaturates were actually healthier.
Canola is my favorite oil.