Cooking with different oils can bring a wide variety of flavor to the recipes you use. Use oil that comes from natural ingredients (i.e. nuts, seeds, fruit, etc), that has been pressed as simply as possible. Buying from your local olive orchard is the best alternative; however, if you don't live near one, try to buy organic, unrefined oils as often as possible, and use them very soon after you buy them. If you are able, sample the oil before buying it.
What is the difference between virgin and extra virgin oil? Olive oils are named according to the amount of acidity they contain and if they've been processed with artificial ingredients or not. Extra virgin oil is the highest quality; the olives are cold pressed, and processed without any chemicals. It is the lowest in acid content, and has the most flavor. Heating oil may cause it to lose some of its flavor, so you may want to use a lower-quality oil when cooking. Virgin olive oil is also processed without artificial ingredients, but has a slightly higher acid content. Plain olive oil is usually a blend of virgin olive oil and oil that has been processed with chemicals.