Get butter, not margarine (unless you want a heart attack soon).
Olive oil for salads only, don't heat it (it becomes carcinogenic if heated).
Coconut oil is very healthy, but you have to like the coconut taste. Almond/macadamia/walnut oil is also great.
The problem with veggie oils is that they contain a high amount of omega 6, which, when not balanced with omega 3, can be unhealthy. But, anything in moderation...
I make muffins with almond flour, eggs, honey and butter - about 600 kcal per muffin, chug down a couple of those per day for some extra calories.
For breakfast, I make scrambled eggs with bacon and veggies, and fry it all in butter or coconut oil. Top it off with an avocado and salad with olive oil, and you have a high calorie, healthy breakfast.
Hope that helps!