I agree. Of all my primal groceries, coconut oil is the most expensive. If olive oil is all you have access to right now, stick to extra virgin olive oil. Don't use Canola. Also, make sure when you're heating, not to heat it to the point where it starts smoking.
Nutiva brand of coconut oil sells for ~45/gallon on their site apparently. That's a very good price considering how much other brands sell it for. A gallon would last you a long time.