As you can see in the Table above, omega-3 and omega-6 fats can be found in a variety of plant and seed oils. Americans consume PLENTY of omega-6 and omega-3 ALA fats, so it is best to concentrate on foods that contain omega-3s EPA and DHA. Soybean oil aka Vegetable oil is found in many processed foods; look for it on ingredient labels. Because of its taste and cooking properties, Canola oil is most used for sautéing, frying, or baking. Walnut oil, with its nutty flavor can spice up desserts, but probably the best way to include more of this oil in your diet is by eating more of the nuts themselves. Therefore unless you have a very low fat diet or do not consume any processed foods, you do not have to worry about eating more omega-3 ALA or omega-6s.
Note that even though olive oil is very low in omega-3s, it has heart healthy monounsaturated fats that are great components of a healthy balanced diet. Therefore the best cooking oil to use is olive oil.
If you want to consume more omega-3s instead of cooking oils concentrate on consuming fatty fish and fish oil which provide all the rock star omega-3s EPA and DHA.