For a serious answer, yes, in general lower fat cooking methods can be healthier than frying. But frying is tastier!
And olive oil is healthier than, say, shortening. And margarine isn't healthy at all :-)
I often use lard and butter, but the steak I posted yesterday was fried in olive oil. There has been some research recently that is claiming that high fat diets are not as bad for us as previously thought. I'll see if I can dig up some references.