I would not go hog wild on nuts. In small quantities they are fine, but they contain phytic acid which is an anti-nutrient. If you are going to eat them, roasting them helps eliminate this, but sprouting is even better (just soak over night). They are really hard on your digestion in large quantities.
I would mostly stay away from nut oils, except for macadamia nut oil, which is largely monounsaturated. The other nut oils have too much polyunsaturated oils. BTW, you can get good macadamia nut oil for relatively cheap at some of the soapmaking websites. Yes, it's food grade.
Besides butter and Coconut oil, I would suggest making smoothies or curries with coconut milk. If you drink a typical 14 ounce can, you'll get 420 calories and 14 grams of fat, 12 grams of which are saturated! Good stuff. You might also consider using red palm oil. It's got a nicd dose of naturally occurring E toctrienols in it.