We're pretty much only using olive oil. With my non-Chinese passport I can go to Hong Kong and Macau as much as I like, and bring back nice Mediterranean safe, tasty olive oil. 

I've noticed that a lot of the Chinese olive oils actually are mixed products, so it is sunflower seed oil with a bit of olive oil in it. Probably the sunflower seed oil is gutter oil. 

We do use sunflower seed oil for some things, e.g. frying eggs, as they otherwise end up tasting too much of olive oil. 

Choosing a good oil is of course a good idea, but when it comes to cooking, using the right amount is probably going to be of biggest impact to your health. Any dish in restaurants here are drenched in oil.

I have 3 oils in my home.

Olive oil (which I buy from the import store or a reputable supermarket), this I use for general frying such as burgers and meats.

Sunflower oil (Arawana Brand, I have always used this brand in China without problem). I use that for deep frying and for making sauces.

Pig Lard (I know, I know) which I use for eggs, they just taste better! The lard I find here is of good quality and I haven't had any problems from it.

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I totally suggest trying a different brand of oil, such as  the brand I use. I NEVER use peanut oil or any of those "mixed" oils, they just give a weird taste.

Proper peanut oil has a strong peanut flavor, like sesame oil to sesame, so it's not possible to use for every dish or in too large of an amount without overpowering everything, where as canola is usually pretty tasteless, like sunflower oil.

Saying this I have never used peanut oil here in China so I don't know if it's the same as back home. At home I have Olive oil, Peanut oil, Sesame oil, as well as animal shortening in the deep fryer (hell if it's deep fried with all that oil no matter what, who gives a toot) and Canola oil all sitting on the shelf, lucky to use a litre in a month as opposed to here with frying everything in the one pan, I manage to use 2 litres sometimes more. My partners mother and sister easily use the 5 litres in a single month. I'd say the fat intake is somewhat balanced by the fact that what goes into the frying pan is 90% vegetables and more or less fat free. 

Here in China I also use Arawana brand, sunflower or corn embryo. 

I use olive oil for cold meals, or adding it to the meal just before consuming. Fillipo Berio 'Extra Virgin OO', Italian, 3 l can for less than 350 Rmb. No Chinese on the can, except small sticker about nutritional value of the can. Taste and color is good, so it looks can was imported (full) from EU, butt....'you never know...'

For frying and cooking, I use Arawana Brand with the fish on the sticker. Before use, I mix 2/3 Arawana and 1/3 of Olive oil.

Lots of excellent comments re oil.  Thanks, boys.  I'll stick to olive oil for green salads and Italian & Spanish dishes.  I'll look for Arawana next time I go to RT Mart and try it for frying.  (Never heard of it before.) Cheers, gents! Thumbs up to all.

Pig lard >>>>>>>>>>>>>>> everything else.

Olive oil is a close second. You can get it imported at the METRO, but it's a bit expensive and you don't get much. I don't get why some people don't like olive oil that much. When I invited my wife's friends over for dinner, they cooked and insisted on using Chinese-brand oils instead of my high-quality, expensive olive oil.

Then I tried pig lard. Pig lard is the best.

A moment of silence for Mediterranean cheese and salads. Weep weep.

Unfortunately, I can't cook here. The only thing I can do is pray that the oil restaurants use is GMO free. I avoid KFC and the rest of the bunch and places that look like they lack basic hygene.

Gutter Oil info. Maybe not as bad as you thought http://beijingcream.com/2013/10/want-to-see-how-gutter-oil-is-made/