Here is a great way to have your fried foods and eat them too, instead of using vegetable or some other kind of oil use olive oil. It's all natural and you can season the meat the same way in which you normally would when using vegetable oil, but once your favorite fried food is ready, it won't be greasy and it tastes delightful. Your fat content is lowered and so is your cholesterol. Yes it's true that olive oil costs a little more, but trust me your heart will thank you.
Olive oil has the same number of calories as any other vegetable oil. But I certainly agree that it's much better for you than many other cooking oils.
Just be careful when cooking with olive oil, because unrefined olive oil has a lower smoking point (the point at which the oil starts to smoke, burn, and break down into nasty carcinogenic byproducts) than other cooking oils. If you plan to fry with olive oil, choose a refined olive oil. It doesn't taste as "olive-ey" as the unrefined versions, but you can use it at higher temperatures. Save the more flavorful unrefined versions for flavoring rather than frying/cooking.
By the by, olive oil makes a great moisturizer too. It only feels greasy for a little while; after a few minutes it absorbs into the skin. No one has ever accused me of smelling like an Italian restaurant either, so I guess the olive oil smell either goes away or gets too faint to notice. :-)
I use a mild tasting olive oil for all my cooking and baking, even in brownies, and buy it in bulk. Nobody can ever taste it and I just don't tell them it's in there. :-) Olive oil is the only way I can eat french fries due to stomach problems.