I was about to recommend the olive oil sprayer as well. I have one and it works well. Much healthier than the aerosol sprays.
I wouldn't recommend it for baking just because olive oil has a taste that I wouldn't like in my cookies
but for other cooking it works great.
I often use it to oven-fry things...I dip them in egg wash and breadcrumbs, put them on a baking pan, and spray with olive oil so they brown nicely.