I would say the top three (that are still paleo friendly) in order are the following:
- cocoa butter
Coconut oil follows those, then EVOO, then ghee, then butter.
However, none of that matters if you are actually talking about oven use. Even if you crank up the oven to 500/550F, you can still safely slather a roast in EVOO and spices and it won't smoke readily (obviously any food will smoke at those temps if left in the oven eventually!) I often do a very high temp, short cooked roast with EVOO -- never had a problem. Now, if you spray the inside walls of the oven with EVOO ... well, you're going to have a smokey affair.
If you are pan-frying, then smoke point becomes much more of an issue as the heat is direct.
I use coconut oil the most frequently of any added oil/fat.
Extra light olive oil, Avocado Oil (expensive) or Palm Oil
Refined coconut oil (450°F, 232°C)
I don't worry about it in the oven. I cook my wings or drumsticks 400-450. I start them stovetop in a skillet of coconut oil, whole butter or ghee. Once brown on one side, flip em throw em in the oven until they're done. No problem with the fats.