Olive oil burns too quickly, can't cook a lot of things with it.

Coconut oil is used widely by paleo dieters.

Soy is the devil like KevinK said.

I've recently started liking milk again, because of chocolate milk, but yeah, apparently we shouldn't be drinking it.

Just because some food or substance has good nutrients in it doesn't necessarily mean we can break it down and absorb it.

Like with many other things, take it in moderation and consume in moderation.

Everyone, active or not, should be taking some sort of fish oil.