I think it depends on what you have made and what oil it is.
If I am making something like scones, I don't bother greasing the baking tray, it has never needed it.
If I am making a cake, then I will use the same fat that was made to make the cake. So if I have used soya margarine (remember I'm allergic to dairy) I will use the same soya margarine to grease the tin. If I have used olive margarine then I will use that.
But there are some recipes where I will use oil rather than fat because they need greaseproof paper as well, such as my Christmas cake. Here I find using oil much easier, but you have to be careful about the choice of oil it can taint the takes of the cake, so I will only use a nut oil not a veg oil, olive oil or sunflower oil. (I actually use the oil to get the greasproof paper to stick to the baking tin, not to grease the greaseproof paper....