Of the two choose a vegetable oil (corn better than soy); most margerine is poisonout trans-fats. Those that don't have the trans fats are DREADFUL for frying (Like SmartBeat, SmartBalance), but good choices for your toast!
For eggs and delicates a teeny amount of a light tasting olive or corn is ok. For very high temperatures both will burn and oxidize to a VERY unhealthy product. Then you want an oil with a high smoke temperature....best is PEANUT but pricier.
Canola is a nice healthy oil but if you use it you MUST keep the temp low...fried eggs ok.
NEVER margerine, NEVER Crisco.