I’m the opposite of @Adriana, since for me it’s tallow that has the flavor and lard that is neutral.
In any case, I fry with bacon grease or tallow, by preference, since the lard available in my area is all loaded with preservatives and other funny stuff. For some purposes, however, you just can’t beat the flavor and texture of butter. One of the things I regret about this way of eating is that I’ve always wanted to taste pie crust made with lard, and now I never will.
I’m of two minds about coconut oil, because I don’t trust what they do to the refined stuff, and I usually don’t want coconut flavor in the food I cook from using the unrefined.