The best oil for deep frying contains a high smoke point, which means it can reach a high enough temperature before the oil starts to smoke. The oil should also be neutral-flavored, so the fried food does not take on the flavor of the oil. Lastly, deep frying oil should be inexpensive as you will need a lot of it!
My recommendations: Safflower oil, soybean oil, peanut oil, sunflower oil, grapeseed oil, canola oil, corn oil, and vegetable oil (which is usually a combination of several different high smoke-point oils).
Do not use olive oil, sesame oil, coconut oil, ghee, hempseed oil, or any kind of finishing oil that’s fragrant and minimally refined. They all contain low smoke points and will burn easily, leaving a bitter aftertaste.