General Thoughts:
Oil
Spray Oil
I love spray oil. I use it in order to have as little oil as possible in the pans in which I cook food in order to avoid adding extra calories to dishes.
However, spray oil cannot be used for everything. Spray oil does not have particularly good flavor if you taste it, so in any cooking in which you want to flavor vegetables or other things with the oil in which you are cooking it, use oil from a bottle.
Oil in Bread
Oil in bread softens the crust, which is why pizza dough and ciabatta have a thinner crust than lean artisan breads.
Think about the other ingredients in the bread when you choose a type of oil. For ciabatta or other Italian breads, olive oil is good. For something like challah, the taste should be more neutral like canola oil. For naan, it's up to personal palate.