I started seasoning my cast iron by frying bacon, and then used everything from olive oil to grape seed oil. My personal experience is that the oil itself doesn't matter that much, but that the oil bonding with the metal provides that smooth, slick surface.
When bargain shopping at garage sales or flea markets, Griswold is another old USA brand that is quite excellent in many of their runs. However, it is best to do a Google search to be sure you are collecting the best versions.