My understanding is that most of the oils we use are unhealthy. They are highly processed and inflammatory. The good oils are avocado oil, extra virgin olive oil and coconut oil. Is this correct?
It's more nuanced than that but you could do a lot worse than that list. Fat profile matters, and smoke point matters, e.g. olive oil is great but if you're frying stuff with it you're turning a lot of it toxic; avocado oil is better for high heat.
Also what’s the best substitute for vegetable oil for baking?