An recent article on Fox News debunked several myths about olive oil, including that you should use EVOO for all types of cooking. Not true...EVOO is great for dressings, marinades and in baking, but using it for sauteing, frying, grilling or roasting can be dangerous. Between a temperature of 375 and 405 degrees, EVOO starts emitting dangerous toxins and loses its antioxidant properties. Who knew, right?? Instead of EVOO, consider using regular olive oil for any high heat cooking and save the EVOO for dressings and marinades. (You can read the rest of myths at the Fox News article here)
Instead of olive oil, you could also try coconut oil. Coconut oil raises good cholesterol, boosts the immune system and stimulates metabolism. It's great in stir-frys and other high heat cooking because it has a high smoke point. Use it in baked goods and frosting as a substitute for veggie or canola oil. Unless you really like the taste of coconut, be sure to buy the refined coconut oil. I made the mistake of buying regular and boy could I taste the coconut in everything I cooked it in! It does make a nice oil to cook with though. Be aware that it's not actually an oil, but a semisolid that will melt when heated.
Want some more options? Check out this Fitness Magazine article on Healthy Cooking Oils.