This is an important distinction. The people who want you to believe that olive oil is healthy are the people who sell olive oil. All oils weigh in at a whopping 14 grams of fat per tablespoon. It is important to understand the distinction between fat and cholesterol. But this doesn't mean that they don't contain fat.
Nuts are a perfect example - no cholesterol, but extremely high in fat.
The oils with the lowest amounts of saturated fat, which is the worst kind of fat, include olive, safflower, corn, canola, and sunflower. The next best is virgin. If flavor is not a factor, then any of the other oils will work. Mayonnaise, a common base for salad dressings, is made from oil as well as eggs. One tablespoon of mayonnaise typically contains 12 grams of total fat.