Given information in the latest book Big Fat Lies regarding polyunsatuarated fats can anyone tell me if the spray on oils used in cooking are as harmful, or can anyone suggest a brand that isnt as harmful?

That's true but olive oil is no good for high-temperature cooking. 

for xmas I got the best set of non stick fry pans so I don't actually use any oils while cooking at all, I don't really cook in oil or butter much.  Olive oil is not good for high temp cooking and I do actually have a can of canola spray at home I mainly only ever use it for baking and spraying my cake tins, when using butter I've found things still stick although in saying this I do need new cake tins.

I used both canola and olive oil spray until I read BFL and also read the "ingredients" on the cans. I got rid of them and only use liquids now. I will get one of those little spray bottles for when I want to lightly add oil to salad, etc. I used macadamia oil, too, as that can be used for high temp. I use it to cook my popcorn. *grin* And I don't know what bacon has to do with the original question, but I certainly don't add oil to the pan to cook bacon. It does create it's on non stick surface once it gets going.