Margarine is fine, but not very healthful. Olive oil or sunflower seed oil works just fine in many baking recipes, including cookies, muffins, cakes and pancakes. Choose according to other flavours in the food (i.e. vanilla soy milk or almond milk for sweet things, plain rice milk for cooking, coconut milk for tropical flavour). When in doubt, plain soy milk works fine with practically anything, salty or sweet. For cream, use a rich soy milk, or thicken with added soy milk powder. In creamy soups, use mashed potato or some cornstarch.