One of the harder things about living with an allergy now is that I haven't had to deal with it before. My Mom is allergic to a lot of common grains, so I'm used to looking at labels to help her find things she can eat, but I'm not used to adjusting how I cook and asking other people what ingredients they've used. And dairy is sneaky sometimes. An innocuous looking dinner roll is off limits because it's probably made with milk. Steaks are best cooked in butter. People say to me "oh, I just used margarine" but a lot of that has milk in it too. "Have you seen this lactose-free thing?" Yeah, I have, but I'm not lactose-intolerant, I am dairy-allergic. There's more to it than the lactose. There's definitely a learning curve, and I very much appreciate the wonderful people in my life who have tried to learn to compensate for my allergy. But it is really up to me. I am the one who has to deal with the reaction, so I am the one who has to be vigilant. One thing I've found really helpful is that Veganism and Vegetarianism are so prevalent now. Vegan foods are safe for me to eat. Vegan margarine (earth balance has fantastic flavor), vegan cake, cookies, etc. So delicious, and I don't have to read the label beyond the vegan part.

Anyway, that said...
A good quality olive oil, and good unrefined coconut oil are fantastic for cooking with. And a tiny bit of bacon grease when you truly want something else.