I have never used lard, but I have used bacon grease...mmmm.
Actually, I have heard that there's been a renaissance of sorts for the use of lard (Crisco, most popularly) but my mom never used it so I just never formed a basis for using it. If it's tasty I wouldn't mind trying it though.
I will never understand how things are deemed to be nutritionally the equivalent of consuming delicious but toxic industrial run-off in one decade and then redeemed as actually not so bad for you the next. It's a bastard conspiracy, I tell you.
And just for the record, I go through boatloads of olive oil, too.