I would go for the lightest oils like rosehip oil or perhaps almond oil. They are both good and not too costly to use a lot of. I go for the thin oils because I want them to absorb fast and my skin is oily enough as it is. These oils have shown to improve skin well. You could add oils like pomegranate oil and other seed oils like blueberry or raspberry, but they are very expensive and are perhaps best left for the cream or added to a facial oil. After a facial massage it can be enough to wipe it clean with a damp cloth and leave just enough oil to nourish skin.
On the other hand there are several things that indicate that creams and lotions with lots of ingredients are much better for the skin than only pure oils. It is these type of complex skincare products that really show they can do something for the skin, improve wrinkles, moisture balance, plump up the skin and nourish it. Pure oils tend to disturb skin's natural protective layer of lipids and acids and make it vulnerable to our surroundings.