I generally use olive oil for some extra calories. I can't really stand the taste unless I put some PB in there too, which to me, completely hides it. I've even tried putting olive oil in my berry based smoothies and again, with a bit of PB, it completely hides it. I personally thought PB and berries would taste like... well, trash... but if you put just enough in to mask the taste of the olive oil, then it's not enough to compete with the berries. lol Turns that innocent banana-berry smoothie into a calorie monster. Woo!
I also do blended oats every now and then too. I pre-blend the oats with my protein powder and then once I have a nice fine powder, I add the rest of whatever I want to use in there. I absolutely cannot stand the taste of oats in my shake unless there is a banana in there too. Bananas for whatever reason completely hide the flavour of the oats for me (just like how the PB hides the taste of the olive oil).
My current shake for trying to pack on some weight is like a scoop of whey, a cup of blended oats, a banana, some PB, and two table spoons of olive oil. Comes in at just under 1000 calories, so it's really handy on those days where I'm strapped for time to make "real food".
I personally haven't tried coconut oil, but I want to pick some up when I can. I guess I stupidly assumed it would have a coconut-ish flavour... am I very mistaken?