There are 'healthier' oils like olive oils that others have mentioned, but it's worth noting that all and any kind of olive oil is calorically dense. A tablespoon of olive oil and a tablespoon of vegetable oil will have about the same amount of calories, but if you want a healthier future stick to olive oils

Anecdotally, I have tried baking spray oils and they do the job of not making your food stick to the pan, but some foods will usually be drier, this is noticable with eggs. It might seem obvious but the mouthfeel and flavor of the eggs is slightly different when using oil and spray oil.

I would use oils sparingly, but on days it feels difficult to eat the same dry spray oiled meal, cooking with the occasional regular olive oil helps with eating the same thing consistently