The best option for cooking is saturated fats, like coconut oil, butter or lard. These fats can stand a lot of heat without transforming into poison.
More on the dangers of heated vegetables
Note that these oils are another example of vegetables/plants turning into cancer-causing substances when overheated. The most cancer-causing substance on earth is also a plant:
This is not an attack on vegetables, or a way of saying that meat is better. It’s just a fact that both processed meat (like bacon) and processed plants (like oils, or tobacco leaves) contain cancer-causing substances when they have been overheated.
Don’t use excessive heat when cooking. Make sure the food you cook can handle the heat.
Learn much more about the myth of vegetable oils in these videos with Nina Teicholz: