Olive, castor, and coconut are must-haves for me. I've never tried palm oil. Olive, palm, and coconut are supposedly the "holy trinity" of soapmaking oils. Soaping101 has a palm-free bastille soap recipe you might like. I have very hard water here in upstate NY, and 100% coconut oil soap with a 20% superfat does an amazing job of cutting through the hard water. Bastille soap works OK but has kind of a weak lather here.
As for not using lard in soap - I think even if I was a vegetarian, I would be okay with using lard soaps. The lard was going to be thrown out, anyway - you can get it for free from some butchers, especially if you offer soap in return! It's not like you're killing animals specifically to get their fat, the fat is usually an unwanted by-product.