From Schwarzbein Principle:

Butter, cheese, chicken fat, cream, duck fat, eggs, goose fat, nutmeg oil, sour cream, almond oil, avacado oil, canola oil, hazelnut oil, olive oil are among the best. She doesn't list bacon fat, but it's fine if the bacon didn't have sugar, nitrates, etc.

Don't cook with flax oil or sesame seed oils but they are very good for you. These break down easily at moderate temps, which is why not to cook with them; even the fats listed in the first paragraph can become damaged at a certain point of heat.

NEVER eat trans-fatty acids or hydrogenated oils. These are in most prepared foods, regular peanut butter. microwave popcorn, and many other common sources. Also, unfortunately, lard (which would be GREAT if you could get the real stuff) that is sold in grocery stores is hydrogenated to make it less goopy at room temps.

That's the short answer. One long answer comes from reading Udo Erasmus's book, a tedious undetaking.