Here's an article from SixWise.com. I hope it answers some questions concerning which oils to use in the kitchen. It doesn't talk about chemical extraction but if you stick to cold-pressed (expeller pressed) oils you don't have to think about that.

What are the Best and Worst Cooking Oils for You?
by www.SixWise.com
Once you've made a commitment to healthier eating, cooking more of your meals at home and paying attention to healthy cooking methods becomes important. After all, even the most nutritious meal can be sabotaged if you fry it or douse it in trans-fat-laden oil.

The type of oil you choose to cook with can also add or detract from the nutritional value of your meal. Here we've broken down some of the most popular cooking oils to clear up the confusion over which are great, and not-so-great, for cooking.

Vegetable Oils: Included in this category are soybean oil, canola oil, safflower oil, cottonseed oil, sunflower oil, corn oil, and others. Although these polyunsaturated fat are typically described as heart healthy, that is, they may help to reduce cholesterol levels and reduce your risk of heart disease, they are often highly processed and are quite perishable

This means that when you use them to cook with, the fats easily become rancid, and rancid oil may contribute to oxidative stress and damaging free radicals in your body. In general, any highly processed vegetable oil is not the best choice for a healthy diet..

Sesame Oil: Sesame oil is composed of primarily heart-healthy monounsaturated fats. Sesame oil is also rich in antioxidants and very stable, meaning you can heat it to a relatively high temperature without damaging the oil.

Olive Oil: Olive oil is rich in monounsaturated fats, which have been found to reduce the risk of atherosclerosis and increase HDL (good) cholesterol. However, olive oil is very perishable, making it an ideal oil for salads, cold dishes and dipping bread, but not for cooking.

Coconut Oil: Coconut oil is a saturated fat, but don't let that scare you. This incredibly stable oil contains a type of saturated fat called medium-chain triglycerides (MCTs). MCTs are actually great for your immune system, intestinal health and even may help to support weight management. And, because coconut oil is highly stable, it won't become damaged during cooking.

Avocado Oil: If you're looking for something a little unusual, avocado oil is a healthy choice. It's rich in monounsaturated fats (similar to olive oil) but is relatively heat-stable. Further, when used on salads, avocado oil has been found to increase your absorption of nutrients such as beta-carotene and lutein, making it an ideal base for salad dressings.

A Final Note about Choosing Healthy Cooking Oils
Cooking oils are not created equal, and you will find a wide variety of qualities, and price ranges, in your grocery store. Because of the fragile nature of oils, you should look for varieties with the following properties:
• Minimal, gentle processing: Highly processed oils can become damaged before you even open the bottle. Look for expeller-pressed or cold-pressed oils to be sure you're getting high-quality, undamaged oil.
• Minimal refining: Refined oils have been stripped of their flavor, color and nutrients. Although they have a place if you'll be using them for high-temperature cooking (as they're processed to be made more stable), for other uses (particularly when flavor and nutrition are important) seek out unrefined oils.
• Stored in a dark, glass bottle: Oil can become damaged by heat and light, which is why you'll find high-quality oils stored in dark-tinted bottles. It is also possible that the oil could leach potentially dangerous chemicals from a plastic storage bottle, which is why you should, ideally, seek out those stored in glass bottles.

I just found another document in my archives on oil. This one tells more about the detailed health benefits of a few selected oils:

Oil Facts
NOTE: Selecting the best oil for the application at hand requires an understanding of smoke points, particularly if the application involves frying. Simply put, smoke point refers a conservative measure of the temperature at which smoke forms on the surface of the heating oil, a point at which the oil's flavor and nutritional value also begin to decline.

Almond oil is very high in monounsaturated fats, dietary fiber, calcium, and alpha-tocopherol. The mild-toasted almond nutty taste, enhanced by roasting, makes almond oil an ingredient of choice for several applications in confectionery production. Refined almond oil is used extensively in salad dressings and finishing sauces. Almond oil is very expensive, so the demand for it is limited. Its flavor is not concentrated enough to impart a strong almond taste to sweets. It has a high smoke point so it may be used for high-heat cooking. Smoke Point: 430 degrees F
Common Uses: Salad dressings, sauces, and baked desserts.

Brazil nut oil is yellow-colored oil with a pleasant, sweet smell and taste. In addition to being light oil for salad dressings, Brazil nut oil is employed in commercially prepared finishing sauces for foodservice applications because of its flavor and ability to sustain body and texture through extended hold. Brazil nut oil also is gaining popularity in the chocolate candy sector.
Common Uses: Flavoring ingredient in Latin baked products, sauces and candies.

Cashew oils are high in monounsaturated fats and very rich in plant sterols and carbohydrates. The oil has been used effectively to enhance the flavor of light salad dressings. Cashew oil is a rich source of anacardic acid, sought for its antibiotic activity against gram positive bacteria in medicinal preparations.
Common Uses: Flavoring ingredient in light salad dressings.

Coconut oil contains medium-chain fatty acids such as lauric (C-12), caprylic (C-10) and myristic (C-14) acids and has been used for healthy cooking by East Indian and island civilizations for thousands of years. Recent anti-saturated fat campaigns and the promotion of polyunsaturated fats are partially responsible for coconut oils not being classified with healthful nut oils. World politics and flawed studies continue to plague the reputation of coconut oil, which, despite its saturated fat content, is one of the healthiest oils. Coconut oil is rich in lauric acid, which also is present in human milk and is valued particularly for its antimicrobial and antifungal properties, as well as its ability to boost the immune system. In the United States, it is most often used in commercially prepared products such as cookies and candies. Smoke Point: 350 degrees F
Common Uses: Commercial baked goods, shortening production and candy.

Walnut oil, known in French as huile de noix, has a distinctively nutty flavor and fragrance associated with English walnuts, black walnuts and white walnuts or butternuts. Cold-pressed walnut oil is intensely flavorful and expensive and is often combined with less flavorful oils when used in salad dressings. The less expensive refined version is blander and has a higher smoke point, allowing it to be used in sauces, main dishes and baked goods, and for sautéing.
Walnuts are high in polyunsaturated fats and gamma-tocopherol and rich in omega-3 fatty acids. It has gained tremendous popularity in recent years, since medical research confirmed the nutritional benefits of walnuts, supporting the Chinese view of walnuts as a "brain food." Walnuts are also the best source of delta-tocopherol. Smoke Point: 400 degrees F
Common Uses: Sauces, baked goods and for sautéing.

Hazelnut or Filbert oil has an aromatic and strong hazelnut flavor that lends itself to combinations with other mildly flavored oils, fruit vinegars and other mellow-flavored vinegars. Refrigeration is recommended to extend shelf life since the oil spoils quickly. Hazelnut oil is expensive and solidifies upon refrigeration. Smoke Point: 430 degrees F
Common Uses: Salad dressings, baking, flavoring ingredient and condiments.

Macadamia nut oil, once the world's most expensive nut, has become popular as a healthy cooking oil. It can be used for high-temperature cooking because of its very high smoke point (410 degrees F).
Macadamia nut oil contains low amounts of essential fatty acids and equal amounts of Omega-3 to Omega-6 fatty acids. Macadamia oil is least likely to develop the unhealthful trans fatty acids and lipid peroxides when heated because of its high alpha tocopherol and monounsaturated contents and its high smoke point. Smoke Point: 390 degrees F
Common Uses: As a flavoring oil in salads, dressings and pasta.

Pecan oil is high in gamma-tocopherol and monounsaturated fats and contains about 2 grams of protein and fiber per ounce. Pecans oils are particularly beneficial for cardiovascular wellness. Smoke Point: 450 degrees F
Common Uses: To flavor sweets and savory sauces.

Pine nut or Pignola oil is obtained from pine nuts and is one of the most expensive oils on the market. It is therefore used sparingly. Its strong nutty flavor is used to flavor commercial South East Asian preparations.
Common Uses: Salad dressings, as a condiment or to dress freshly cooked vegetables.

Pistachio oils contain extensive amounts of antioxidants and 1 ounce contains 6 grams of protein, 3 grams of fiber, 15 micrograms of folic acid and 7.5 milligrams of gamma-tocopherol. Pistachio nut oils are rich in phytosterols, which have been shown to counter arteriosclerosis, the accumulation of fatty deposits in blood vessels. Smoke Point: 300 degrees F
Common Uses: To flavor rice dishes and as dipping oil.