Unrefined fats are generally healthier and suitable for most cooking methods. How often are you cooking at 500F? There are a few reasons why deep frying and grilling should be only occasional treats.
Avocado oil is useful for it's high smoke point (I like it for searing short ribs or lamb chops before braising). It's about 13% polyunsaturate (olive is about 11%). As long as it's fresh and doesn't smoke it shouldn't go rancid, and I rarely need more than a tablespoon or so.
Lots of: urban hiking, cycling, sprinting
Lots of: fresh meat, seafood, eggs, organs, tubers, starch fruits, vegetables, meat fat, dairy fat, oil fruits
Some: cured meat, dairy protein, sweet fruits, rice, pulses, tree nuts, oil seeds
Minimal: soy, refined proteins, sugar, liquid carbohydrate, grains, refined oils, peanuts