Good: Butter, tallow, lard, coconut oil, palm oil, olive oil, fish oil (but you don't need much)
Decent (don't go nuts): Schmaltz, peanut oil, sesame oil, flax oil
Bad: Soybean, corn, cottonseed, or any other vegetable oils. Anything hydrogenated.
Prefer fats in their more natural state: grass-fed/pastured/extra-virgin and unfiltered etc.
In general, don't limit saturated or monounsaturated fat. Keep PUFA low overall and get a supplemental source of n-3 PUFA to counterbalance any excess n-6. Prefer saturated for cooking (monounsaturated is actually pretty much fine if you need it for flavor, it's the multiple double-bonds that start to be a real issue), never cook with high PUFA oils (even if they're high n-3). Watch the smoke point of your fats: if it starts smoking, you're creating all kinds of nasty lipid peroxides (this is based on free fatty acid content and not necessarily degree of saturation).