If you go to Whole Foods or even a regular supermarket, you will find that GOOD oils are very expensive. I have found that by ordering the oils in bulk from places that sell soap making products, you can get a great deal on saturated fats, like Coconut Oil and Monounsaturated fats (MUFAS), like Olive oil or the excellent Macadamia Nut oil (which has less PUFA than even Olive oil).
Of course, if you are going to insist on eating mass quantitties of Polyunsaturated Fats (like Canola oil)- not recommended, you can get them cheaper there, too.
Here goes a couple of these places that I have used:
Soaper’s Choice
http://tinyurl.com/89gmz
Glory Bee’s