I would use ghee for cooking; I read on Sarah Wilson's site (Sarah Wilson - this blog makes life better, sweeter.) that macadamia oil is also fine for cooking. Other sites say sesame oil, just use one that you like the flavour of too. Butter is also okay, but ghee is my top pick. If you are doing quick cooking/sauteeing at a lower temperature, then a little olive oil would be ok. Others may suggest duck/goose fat for baking veggies in oven. Not sure about coconut oil just yet, opinions vary - even though taste can be quite nice; if your ancestors lived in the tropics, then maybe yes.......Would still stick with ghee most of the time. It's easy to make your own ghee at home too; I love the smell and flavour of ghee and it's not too costly.