I have read a lot recently about fat (really, food in general trying to figure out what to feed Adrian). I at one point stumbled accross an interesting online book (``Nutrition and Physical Degredation'' by Weston Price, who analyzed existing traditional diets in the 1920s) largely about the amount of animal-fat food we eat.
It seems that the current "common knowledge" about fat — that it causes high blood cholesterol and therefore hardening of the arteries and therefore heart disease — doesn't really have much evidence to support it. This is coming to light recently via more comprehensive studies being completed/published. The New York Times recently published:
New York Times
The largest study ever to ask whether a low-fat diet reduces the risk of getting cancer or heart disease has found that the diet has no effect.
The $415 million federal study involved nearly 49,000 women ages 50 to 79 who were followed for eight years. In the end, those assigned to a low-fat diet had the same rates of breast cancer, colon cancer, heart attacks and strokes as those who ate whatever they pleased, researchers are reporting today.
I have also read that properly-produced  animal fats have many beneficial vitamins that we're likely lacking (the fat-soluble ones like A and D especially). Pig fat is also a decent mix of saturated and mono-unsaturated and has no trans fatty acids like shortening or other hydrogenated vegetable fats [wikipedia].
 -- free-range, pastured pigs for example
Weston A Price foundation
Total fat content of traditional diets varies from 30% to 80% but only about 4% of calories come from polyunsaturated oils naturally occurring in grains, pulses, nuts, fish, animal fats and vegetables. The balance of fat calories is in the form of saturated and monounsaturated fatty acids.''—
This year, the American Journal of Clinical Nutrition did a meta-analysis of 21 studies covering 350,000 patients and found, ``[..] there is no significant evidence for concluding that dietary saturated fat is associated with an increased risk of CHD or CVD. More data are needed to elucidate whether CVD risks are likely to be influenced by the specific nutrients used to replace saturated fat.''
During 5 - 23 year of follow-up of 347,747 subjects, 11,006 developed CHD or stroke. Intake of saturated fat was not associated with an increased risk of CHD, stroke, or CVD. The pooled relative risk estimates that compared extreme quantiles of saturated fat intake were 1.07 (95% CI: 0.96, 1.19; P = 0.22) for CHD, 0.81 (95% CI: 0.62, 1.05; P = 0.11) for stroke, and 1.00 (95% CI: 0.89, 1.11; P = 0.95) for CVD. Consideration of age, sex, and study quality did not change the results.
Interesting side note for those who like to quote population-type studies: heart diseases (all types) caused 9% of deaths in 1900 and by 1950 moved to the number one spot and accounted for almost half of all deaths. Heart attacks specifically were basically non-existent in 1900, accounted for just 3000 deaths in 1930, almost 500,000 in 1960 and most heart disease now. ``Between 1920 and 1960, the incidence of heart disease rose precipitously to become America's number one killer. During the same period butter consumption plummeted from eighteen pounds per person per year to four.'' -- WestonAPrice.org Of course, statistics are not causation, but this if for you "population" figure folks...
The basic conclusion seems to be that too much polyunsaturated fat is actually bad for you, saturated fat calories aren't "bad", many people don't eat enough fat-soluble vitamins A and D which often come from so-called "bad" sources like animal fats (lard, bacon, butter, whole milk). Lots of green vegatables are also important for, especially, vitamin K.