When cooking, it is important to understand that while you may have healthy food ready to cook, saute, or fry (the latter not my favorite), if you cook with unhealthy oils, it is all for naught.
Most people have a negative connotation when they hear "fatty acids". Let's clarify this. There are bad fats, but there are good fats that our body needs.
Our body requires omega-6 fats, called linoleic acid, derived from fatty acids. But, where are most people getting fatty acids from? Refined oils, such as corn oil, sunflower oil, and safflower oil. Many restaurants and fast foods process their foods in high refined omega-6 fatty acids. The result of refined fatty acids in the body is inflammation, obesity, heart disease, and oxidized cholesterol leading to clogged arteries, to name a few.
Instead of refined oils, choose good omega-6 fatty acids such as grape seed oil, walnut oil, sesame seed oil, coconut oil, and my favorite extra virgin olive oil (evoo). Unlike refined oils that are high in saturated fat, good fatty acids are high in monounsaturated and polyunsaturated fats. The latter can actually help decrease LDL (bad) cholesterol levels and increase HDL (good) cholesterol levels, while refined oils can also lower bad cholesterol but they also lower good cholesterol and cause the oxidized cholesterol discussed earlier.
There is just too much to cover about the benefits of all these oils, but especially evoo. The benefits of evoo are extensive. "In Italy, physicians usually recommend olive oil to patients after they have had heart attacks. Olive oil helps decrease the stickiness of platelets, thus helping prevent coronary thrombosis and blood clots (What Would Jesus Eat?, Dr. Don Colbert, pg. 118)."
The three oils I use are Extra Virgin Olive Oil (of course), Grape Seed Oil (because this can handle heat at 400 degrees, unlike evoo), and Coconut Oil. The best part about these oils is not only their health benefits internally, but externally as well. I use evoo and coconut oil on a daily basis as body lotion and they're amazing!