I too have pulled with everything except for Pennzoil.....but I haven't tried Rice Bran Oil. I'm sure that would be wonderful to pull with...but isn't it really thick? I also have pulled with Ghee.....can't wrap my brain around that!
Right now I'm using a fancy oil from the health food store. It's one of their EFA mixes called "Total EFA". Expensive, but my body seems to love it. It has a bunch of flax seed oil in it.