Don't have any specific brand recommendations, but my general observations from when I dug into this a few years ago:
-I don't see any reason to buy anything but good extra virgin olive oil. By the time olive oil is processed and filtered enough to withstand higher temperatures any of its taste and health benefits are gone and you might as well use any other high temperature product like peanut oil, rice oil, clarified butter, etc.
-If you want to fry in EVOO, make sure it doesn't get too hot as the oil doesn't stand up well to that.
-Most of the stuff sold as EVOO in supermarkets (at least over here) is still garbage, so don't just let that guide you.
-Good oil doesn't necessarily have to cost a fortune, I normally use a canned brand that's similarly priced to supermarket stuff but it's simply miles better.
-In the end it is somewhat personal preference which oil you prefer taste-wise, so it can help to just experiment a bit and see what you like.
-Ideally buy from a place that has a decent turnover since good oil doesn't have an unlimited shelf life.