Hmmm, it depends...I have never used their baking stone, i have went and checked it out and it looks pretty good, but here is what i recommend for yours...
Most everyone will automatically tell you to use olive oil or any cooking oil.
I will not because i don't know what you are going to use it for. However here are a couple of suggestions:
If you are going to use it to bake owen fress pizza: Use sesame seed oil or peanut oil to treat it, because it will absorb and give a nice flavor as you bake more and more.
If you use it for Bread, than Olive oil or even Soy oil will do just fine.
If you use it for Cookies, i would treat it with Coconut oil (rare) or Extra Virgin Olive oil
By the way, i saw the cannister set you talked about and i was wondering how much you paid for that?
Hope this helped.