Neil,
"Pure" olive oil is from olive flesh alone, but chemically extracted. Virgin olive oil (or even better extra virgin) is from the first press of the olive flesh with no chemical extraction. First press olive oil- ditto. IMHO it is worth paying extra to get the first press product.
Re cottonseed oil- it is unstable when heated, causing undesirable transfats and unpleasant long-chain molecules. Also, cotton is often heavily sprayed with pesticide so cottonseed oil often contains pesticide residues as well.
Olive oil is a fairly reliable choice- after all, it has already been tested on humans for several thousand years.
Regards
j.R
"... They ne'er cared for us
yet: suffer us to famish, and their store-houses
crammed with grain; make edicts for usury, to
support usurers; repeal daily any wholesome act
established against the rich, and provide more
piercing statutes daily, to chain up and restrain
the poor. If the wars eat us not up, they will; and
there's all the love they bear us."
-- Shakespeare: Coriolanus, Act 1, scene 1
