If you have a Costco membership, you can get coconut oil pretty cheap.

McD's used to use tallow (rendered beef-fat.) Smoke point of 400 F.

Lard is also a higher-smoke-point oil. (Better than Coconut Oil, not as good as some others.) You can find a 5-gallon non-hydrogenated bucket here: Lard

Handy-dandy list of smoke-points for various types of oils & fats (vegetable and animal)