Peanut if I want a neutral flavor, coconut if I want a hint of coconut, and bacon grease, lard or rendered beef fat (tallow) if I want some meaty flavor. All of these fats stand up very well to high heat. If I want excellent browning, I may add a little butter to the pan (the milk solids in butter help create nice color on food).
I rarely cook with olive oil because I feel like its delicate flavor is destroyed by heat - I use it for salads or finishing dishes almost exclusively.
