I mix it up quite often. Some have had success with an oil change every couple of months, and I think it is just a matter of a) what works for you and b) at least for me, what I have on hand! I currently have a lot of EVCO (extra-virgin coconut oil) so I will use that, let it thin out after 10 minutes or so, and then use a mouthful of sesame for the last 5-10 minutes. I use flax seed, olive (sometimes, as it does stain my already smokey-yellow teeth!), sesame, olive, walnut, red palm (gross but good). In short, lots of stuff -- I am just a "let's see what the NEXT experience" brings kind of person at heart.
BUT, I have spent a couple of months using this or that oil almost exclusively to great effect -- I don't think it is a better or worse situation, just a different one. And I do spend time in the original sesame/sunflower protocol periodically, as that is a known "safe" regimen.