It also depends on the recipe. I use olive oil in whole grain breads, and it does not affect taste. I've used it in chocolate cake, and it works well. I'm more reluctant to use it in a vanilla cake. I have not tried it in sweet pie crusts, but it would probably work for a savory pie crust. I am eying a recipe for a graham cracker crust made with olive oil, as I would like to try a Key Lime Pie, or rather, Key Lime mini-pies, so that I can freeze some of them rather than eating it over a week, due to the sweetened condensed milk it requires.
I use canola oil when I want to limit the taste of the oil. I've also used grapeseed oil with a little butter in streusels. Avocado oil has been recommended to me by several people, but I wonder if it could be used fast enough not to go rancid.