Unfortunately, due to issues with fat conservation in powder form, some shakes do not provide any and instead they let the user add their own fat source. When deciding which oil to use you should take into account your taste preference and their nutritional input. Most commercial oils will be high in monounsaturated fatty acids (omega-9s) and polyunsaturated fatty acids (omega-6s). These include, sunflower oil, olive oil, vegetable oil and avocado oil. You can choose any of these. However, because neither of them include any omega-3s you should supplement with fish oil or other omega-3 supplement. Otherwise, you can use canola oil.