The healthiest cooking oils to cook with would be the cooking oils derived from natural plant based oils.
In my opinion Olive Oil would be the best and healthiest cooking oil to cook with.
But other cooking oils are also healthy to cook with such as grapeseed oil, vegetable oils, Canola Oil, Peanut Oil, Sesame Oil and Extra Virgin Olive Oil.
Any other cooking oils that use animal fat are not the healthiest to cook with even though they taste good when frying foods.
I do like dip bread and toast into some bacon oil when I cook my bacon to eat for breakfast as it makes the toast and bread taste very good when dipping up the last bit of bacon oil that naturally comes out of the bacon when cooking.
Although it's not the healthiest but in moderation it's okay but when frying foods I use mostly use Olive Oil but will sometimes use Canola Oil.