I have been using macadamia oil because of its high heat tolerance, 
and ease of use (solid coconut oil is a pain to melt first).

I had bought the oil in the gallon size at Slanker's. It is expeller 
pressed and has Vitamin E added. Slightly cheaper is this:

http://www.pipingrock.com/nutritional-oils/macadamia-nut-oil-6573

Cold pressed. No Vitamin E. Package says to refrigerate for freshness.

The difference? In expeller pressed the pressure causes the oil to 
heat up. In cold pressed it is refrigerated while pressing to keep 
the temperature down.