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Canola oil and peanut oil are both good oils for frying.
As for olive oil...find a specialty foods shop. There has got to be at least one good Italian specialty foods shop near where you live. Go there and ask. Most likely there will be someone there that has an opinion about several of the olive oils they sell.
Personally, my favorite olive oil for eating and cooking is the Costco Tuscan extra-virgin olive oil. It's only released for a very limited time every year. They put a lot of work into making sure it's a good olive oil--and I like it because it's not so expensive I can't cook with it and it's not so cheap I can't eat it relatively plain--like in on bread or in salad dressing. Their regular extra-virgin olive oil is also good, but not as tasty plain, and it's also an incredible value.
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If I am not better, at least I am different. --Jean-Jacques Rousseau
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