Not every fry oil or shortening is ideal for every purpose. On our 0 grams trans fat fry oils and shortenings list, we have categories for:

• "Light/medium duty" oils include traditional oils such as canola, soy, sunflower, and olive oil. These oils can be used for salad dressings, marinades, sautéing, stir frying, and deep frying. When used at high heat, light/medium duty oils break down more quickly than heavy duty oils and fry oils that contain trans fat. If you deep fry with these oils, it's important to change oil more frequently.
  
  Soy and canola oils are often treated with an antioxidant (such as TBHQ). The anti-oxidant is usually paired with an anti-foaming agent (such as dimethylpolysiloxane) that further slows the breakdown of the oil. These additives make cooking oil more durable for restaurant use. Oils with additives may hold up a little longer in the deep fryer, but still require more frequent changing than heavy duty oils.
  
  You can get extend the fry-life of a low-cost light/medium oil by blending it with a small quantity of heavy duty oil. See "Understanding heavy-duty fry oils", below, for more information.
  
  
• "Heavy duty" oils are good for extended deep frying over longer periods. (Under the right conditions, certain heavy-duty oils can last a week or more.) These oils differ in terms of flavor, cost, and stability. They are available as clear oil or creamy pourable shortening. Heavy duty oils and shortenings with 0 grams of trans fat will perform most like partially hydrogenated fry products. See "Understanding heavy-duty oils", below, for more information.
  
  
• "Liquid butter substitutes," for griddle and pan frying. These are butter-flavored 0 grams trans fat shortenings and margarines (creamy and solid) that are much more stable than butter at high heat. Liquid butter substitutes may contain a chemical called diacetyl that may cause harmful lung exposure during cooking. Exposure to diacetyl can be reduced by switching to a butter-flavored substitute that contain less or no added diacetyl. More research is needed to determine how much diacetyl restaurant workers are exposed to.

More information on diacetyl (PDF)