We have many different kinds of oils and I use whichever one is best for the type of cooking I am doing and the food that is being cooked. Olive, sunflower, walnut, avocado, coconut, butter, sesame.... they all have different tastes and properties, which lead to different uses!
I avoid using oil whenever possible - which is 99% of the time. I therefore don't bother looking out for my particular preference and use whatever is in the cupboard at the time, which is usually extra virgin olive oil. If I were to choose, then I would probably go for walnut oil.