that's a really cool idea, i've never thought of that!sometimes when i saute i'll start with olive oil, and then add a bit of water instead of more oil as cooking progresses.
i usually try to fried the least as possible (i'm more into baking, love using the oven, even if it takes more time sometimes) but when i do i use olive oil.
then i guess using fruit oils such as coconut oil would be even better, but in my country is really hard to find alternatives to the usual foods, and when you do, they are really expensive