Simple directions to make "Ghee": Clarified Butter (to cook at a high temp)

All you have to do is let it cook a little and pour through a cheesecloth or strainer. Cheese cloth will strain more of the milk solids out so you have a cleaner ghee that can cook even higher.

Coconut oil is another saturated fat that can cook on high, but it makes the food taste coconutty and doesn't give you any cholesterol.