I just started with hemp oil on Monday. From what I can tell, I think it works much faster on the skin problems, like keratosis pilaris ... the red spots are going away, while with the other oils the red remained, skin feels wonderfully smooth and new, like a baby's, and works great on brightening the teeth. It tastes a little nutty and a little like avocado (a lot of folks have said it tastes green). I like it a lot, but probably won't continue with it after I'm finished with this bottle because it's so expensive. It was hard for me to locate to buy (versus buying off the internet). It's yellow with a slight green tint, but when finished swishing, I've had it come out a brownish yellow and more often a bright lime green. Kinda cool seeing the different colors ... makes me think something different is being pulled out each time.
Coconut oil has a slightly sweet taste, and doesn't taste oily at all. I like having it dissolve in my mouth at the start of the oil pull (CO is a solid at room temperature, but quickly melts in the mouth). It's been wonderful also in the same ways as the hemp, but maybe just a tiny bit slower working for me. I will stick with this one because I like it and can easily obtain it where I live.
I've had similar results with the safflower. It's a light oil, with very mild taste.
I do occasionally like using light olive oil. I can't stand the other olive oil, but the light is similar in taste to the safflower (as in almost no taste), and is only very slightly heavier. Extra-Virgin Olive-Oil is too thick and heavy and I can't stomach it, but the light I don't have those problems with. The light olive oil seems to work on other toxins or differently than the coconut or safflower, because when I don't get thick and foamy with the coconut or safflower, the olive oil will immediately get thick.
I think it's important to switch oils occasionally, since some do seem to work more (get thick) at particular times in my life than others. When the oil you are using seems like it isn't doing much, try another. I regularly switch between these mentioned oils.
I just bought some walnut oil, but am going to wait to finish up the hemp first before trying it. That won't take long, since I do 3 or more oil pulls a day, and I have a looong, 6 hour drive Saturday to get home (I'm on vacation right now), so I plan on doing some mega-pulling on the boring drive. I hear people love the taste of walnut oil, a nutty flavor, and that it's one of the most powerful oils.