Remember, oil and fat are the same thing. "Healthy" fat or "healthy" oil should always be used sparingly. I probably use more extra virgin olive oil than anything else, but I occasionally deep fry and then use less expensive canola oil.
Two other considerations: One to think about is that some oils like walnut, hazelnut and avocado have a strong flavor. This might be a nice accent in a vinagrette, but not if you are frying a delicate fish. Keep some neutral oil around if not for frugality, but for flavor considerations. The second consideration is smoke point - that is where the oil breaks down, turns into a glue like substance and starts to actually smoke. Extra virgin olive oil is relatively low (375), much higher if "extra light" (468), coconut and canola much higher (450 and 470 respectively). If you have need to use high heat you don't want to use EVOO.