I just cleaned up a rusty cast-iron skillet and I would like to season it. The thing is that I don't have lard handy and I'm wondering whether any of my other oils and fats would do.   I have: canola, olive, sesame and almond oil.   Also, I've heard that appying the oil and reheating multiple times improves the seasoning. Is it true? How many times does it make sense to repeat the process? 
The best is flax oil. The next best is soybean oil. The third best is liquid canola (not hydrogenated Crisco).  This is because of where those oils are listed on iodine index; which is a measure of how much an oil will polymerize. Polymerization is when oil turns into plastic and is the actual chemical process responsible for "seasoning".   Here's a whole site dedicated to this topic with more detail: Chemistry of Cast Iron Seasoning: A Science-Based How-To  