Both olive oil and grapeseed oil are healthy cooking oils compared to other cooking oils.
But grapeseed oil is much healthier and better for cooking with than olive oil and I find that foods cooked with grapeseed oil taste much better too.
Grapeseed oil is also healthier for the heart as well and you're less likely to develop heart disease or have clogged arteries as a result of eating fried foods cooked with grapeseed oil than you would with olive oil or other cooking oils.
Still fried foods should be eaten in moderation because all fried foods can become unhealthy when eaten too often.