I just been looking into this recently and I've found that the healthiest is coconut oil. Most oils when heated mutate and create cancer causing agents. Coconut oil from what I gather doesn't do that.
I mostly use olive oil for cooking and curries though unless it;s something like Chinese cooking, then then I use [in order of preference] peanut oil, ground nut oil, sunflower or other veg oil. Rape seed only has health benefits if it is cold pressed and not heated I think I read.
Palm oil, corn oil or anything that has been hydrogenated are the worst kinds for you so I believe.
If you like butter, try and buy butter from grass only fed cows is one tip I remember.
Since looking into coconut oil, I am actually now eating spoonfuls of it every day for its health benefits.