I use all sorts of oils in the oven. For those that are solid at room temp, I add some to the roasting pan and let it heat in the oven, then I remove it from oven, add my veggies, and mix thoroughly. I've even done cocoa butter this way, which is a brick at room temperature.

However, I want to note: roasting with olive oil is perfectly fine. An oven set to 425F doesn't actually reach those temperatures on your food. For e.g, a roast tenderloin barely reaches 140F after 20minutes at 425F. There may be better oils than olive oil, and it's definitely fun to have a variety -- but EVOO is a great oil for roasting. I wouldn't broil with it, though.

I prefer the taste of olive oil, but I also use coconut oil (great on sweet potatoes) and bacon grease. Thanks for the ghee suggestion above - I will have to give that a try!

We like to roast our veggies along with our roast. Once the roast is 75% done, we'll toss in the veggies and let them wallow in the drippings. If we're doing veggies alone, we'll add whatever looks/sounds good for the recipe. For curries we use lots of coconut. For just about everything else, you can't beat a tallow/lard blend. For creamy sauces you can't beat butter. If we're doing veggies alone, we'll usually toss them with the lard/tallow blend.

As far as bacon goes, we try to only go with pastured. We buy pastured pork fat from the ranch, then brine/season it, then apple wood smoke it. It tastes just like bacon grease once it's rendered but is 100x healthier.

Also, sometimes we like to just steam our veggies, then pour seasoned butter or seasoned olive oil over them.

Enjoy!

I like to use bacon grease or ghee. Both very tasty.

I melt clarified butter and toss my veggies with it in a big bowl before roasting. With brussels sprouts, I cut them in halves or quarters, toss em with chopped bacon and a little olive oil (unless my bacon is real fatty).

I usually roast veggies in coconut oil or pastured lard or rendered chicken/bacon fat, depending on what else I'm serving. (I don't generally roast things in coconut oil that I'm serving with Italian food, for instance. I just taste the coconut too much.) If I am feeling particularly rich (not often) I'll get duck fat for potatoes.

As for chicken, I don't use extra fat when roasting. I find it's not necessary.

For roasting veggies, I put dabs of saturated fats in the pan with the veggies, then toss them a few times during roasting to make sure [the veggies] are evenly coated.

Duck or goose fat. I put a dollop in the pan in the oven for a couple of minutes then put whatever i am roasting in the melted liquid.

Veggies are killer roasted with bacon grease and sprinkled with bacon bits. The good kind of killer, that is.

Enameled cast iron was my first thought when I saw this post!

But really, butter or bacon fat. Butter for shorter roasting times/lower heat, because it burns easily if you're roasting at 450 for 45+ minutes. Bacon fat for anything that's going in above 400 or going in for longer than ~30 minutes.

Edit: With butter, I usually have it at room temperature, so I throw a few hunks in and stir/fold vigorously before and while roasting to really get it on everything. If you keep butter in the fridge, you could melt a couple tablespoons in your roasting pan in the preheating oven, then throw in the veggies and stir. I keep bacon fat in the fridge in a glass jar, so I usually stick the jar in the oven while it's preheating, then drizzle out what I need onto the veggies and stir right before it goes in to roast.