Any nut or seed oil...preferably expeller or cold pressed and organic if you can get it.
Stay away from:
Canola
Peanut
Soy
Olive oil is fine...it has been known to discolor some peoples teeth, but other's love it and have not had this problem.
I love coconut, walnut. I would start with something light to begin with as it's a strange texture that takes a bit getting used to. Coconut is great because it tastes really good and it's pretty light.