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As a coconut oil maniac - I use it for everything - not all coconut oil is the same. There is a cooking grade, which you'll find near all the cooking oils and such, but there's one type in particular that you should buy if you're wanting to use it for oil pulling, actually eating by itself or using as body lotion/hair treatment.
Buy the unrefined, cold-pressed virgin (possibly organic) coconut oil because it is far superior and HAS NOT been cooked, boiled off or tampered with whatsoever. This is the best and usually will not cost you a whole lot, unless you buy a massive tub of it. I'd suggest ordering it online, or visiting your local vitamin shop. Worst case, you could probably find it in a Kroger, Publix or Walmart nearest to you.
Here's the brand/kind I use and swear by:
http://www.amazon.com/Viva-Labs-Finest-Organic-Coconut/dp/B00DS842HS/ref=sr_1_2?ie=UTF8&qid=1442941641&sr=8-2&keywords=organic+coconut+oil
I second this vote. I use the same brand and it's awesome for everything. Cooking, health, whatever.
To be fair, I haven't tried anything else. But I tried this and fell in love with this first.