What do you use?

I have grapeseed, canola, olive, sesame on hand, but always hesitate
- do you have some kind of guideline as to what you'll use? What about
in baked goods?

This is almost as bad as 'shortening' - I hate that. Spell it out,
cookbook writers. (I don't own Crisco or lard and never will -- am I
doomed in the kitchen?)