As long as it's cold pressed, its good enough, if you want to go a step further, then organic.
Sweet almond, jojoba, wheatgerm, etc are all usually cold pressed. Coconut is the one you have to be careful of, make sure it is cold pressed and virgin, should look like candle wax in a jar. If you want more info, I've written a feature on face oils and also coconut oil:
yes, people do not realise that skin absorbs everything, for example, how do you think nicotine patches work?
you dont have to spend a lot to have good quality, non toxic skincare; obviously, I could tell you about creams that cost £60 that are all natural and organic, but there are also some that cost £10-20 that are fantastic!
dont forget to try to avoid sulfates, parabens and silicones too!