For those looking to decrease their grocery bill and trim the ole waistline at the same time... you don't need oil. Ever. It's one of the most calorie-dense things people eat, and it's generally not cheap, and almost never free.
People think it makes things taste better, but it really just makes you need to use more salt, sugar, and spices to overcome it. Consider pouring yourself a nice big spoonful of oil and drinking it. Ick. Why would that be a good addition to your food? You can sautee onions and such in water or vegetable broth. (Just keep adding a tablespoon or two at a time to prevent sticking.) You can use water instead of oil to make spices stick to vegetables that you're going to roast. They'll still get crispy if you cook them over 400 degrees. You can substitute things like bananas, apple sauce, nuts, etc. in baked goods. You can make salad dressings out of blended fruits and/or nuts. (Nuts aren't cheap, either, but in-season fruit is!)
I wish I'd known this before I stocked up on coconut oil and olive oil at Costco! Now I use them for skin care products instead!
This site isn't specifically for athletes, but it has some great recipes for vegan and oil-free yumminess that is health-promoting:
straightupfood.com -- also generally uses reasonably priced, easy-to-find ingredients.