Hi, rick. Welcome to DC.
Vegetable shortening is not a good choice. It has a low smoke point and is high in trans fats.
As mentioned, neutral flavored oils with high smoke points are best. Peanut, canola and corn oils are all good candidates.
Olive oil has a nice flavor but also has a lower smoke point. Vegetable oil is a mystery oil as you cannot be sure what's in it and therefore what the smoke point is.
"If you want to make an apple pie from scratch, you must first create the universe." -Carl Sagan