Crisco does the job, lard has more flavor, but bacon grease is tops!
My grandparents kept a can on the stove for bacon grease, which (among other things) my grandma used for her delicious roll-out Christmas cookies that no one has been able to duplicate. After all these years I can still remember the taste: full of wonderful flavor and texture.
Oh yes, both my grandparents lived to a ripe old age with not a hint of heart disease.
We keep a big can of bacon grease on the stove as well. It works great for baking. I use it to make gravy in the mornings and the wife uses it when making green beans and such. Soul food ;)