Added to cooking: coconut oil or ghee
Added to salads: California extra virgin olive oil
If I ever make a bunch of soup from beef or lamb and happen to end up with a lot of leftover fat, I will use it to cook as well.
grassfed butter or home rendered lard for most cooking. Coconut oil to deep fry things (it's AWESOME). Olive oil on salads or as an ingredient, but not as cooking lubricant.
If you are new to the PB - please ignore ALL of this stuff, until you've read the book, or at least http://www.marksdailyapple.com/primal-blueprint-101/ and this (personal fave): http://www.archevore.com/get-started/
Most of us here are going to ignore the majority of your options.
I use butter, lard, tallow for cooking sometimes, but none of those are oils.
The ONLY oil I use for cooking on that list is coconut but I abuse the stuff.
Olive oil is expensive, so I buy quality and use the stuff for salad dressings, topping already-cooked meats for a boost of flavor, and in other uncooked sauces.
Lard, tallow, ghee, butter and coconut oil for cooking in, and extra virgin olive oil for salad dressings - not really very adventurous!