I like to use grapeseed oil over olive oil for this kind of cooking because it has a higher smoke point(does not break down and start smoking until a higher temperature. When oils break down they can produce carcinogens.) It is also very light, flavorless and is good for you. Grapeseed oil contains vitamin E, helps increase your good cholesterol or HDL and has a high polyunsaturated fat content. Grapeseeds themselves contain antioxidants before they are pressed for oil. The amount of antioxidants is very low in the cold pressed oil but non the less they are still there.