Hi /ck/!

I need a little help.
Whats the best oils etc for cooking? I usually use Peanut oil for all my stir fries and Thai cooking, and pretty much olive oil for everything else (spray for say, steak, and liquid for say, spaghetti).
I have on occasion used spray canola for baking sweet stuffs, and butter pretty much just for onions and that.

So, what I'm really after /ck/ is... where am I going wrong? I'm pretty new to most styles of cooking, and I want to get better.

Any suggestions?

Thanks in advance.