I think there remains considerable controversy about this. For the last few years, many have believed mono-unsaturates are actually healthiest, but I recently saw a study that purported to argue they were not so healthy. There seems to be a consensus on one point: so-called transfats, artificially saturated (hydrogenated) oils, are the worst. But many commercial fryers apparently use oils high in transfats for the reason you pointed out about saturated fats. This is the reason I had to severely curtail my intake of Burger King onion rings and their addictive sauce.