Some recipes call for sautéing in olive oil, preferably extra virgin olive oil (EVOO), for reasons of flavor and the reported health benefits. But there is no reason to reach for your high-end, expensive EVOO.
It seems that the special, subtle flavors of high-end EVOO pretty much all vanish when the oil is heated to sautéing temperatures. If you want to use olive oil, it is fine to use the less expensive everyday oil. Save your special, expensive oil for salads, dipping bread, and other non-heated uses. If you want that lovely olive oil flavor on cooked foods, drizzle a bit of the good stuff on after cooking, preferably while the food is still warm.