Here is a little list of cooking oils and their uses.
Sesame - this one often gets used for stir fry dishes. it has been around at least 2,500 years and was one of the first types of oil. Sesame is a good source of Vitamin E and can help lower blood pressure. It sells for a relatively high price due to the difficulty in extracting the oil from the sesame seeds.
Almond - not often used in cooking, it's a great oil for mixing with scented essential oils for use in massages, etc. it's also very good for the skin, rehydrating dry skin as it absorbs very well.
Sunflower - Nice and bland, great for cooking with, doesn't leave much of an after taste and can be used at high heat.
Corn - another bland oil. It can be used in all kinds of cooking although it is now being warned that overuse of any kind of corn isn't good for the body, increasing chances of developing certain diseases as well as depression. This is in part due to excessive amounts of Omega 6 fatty acids.