The healthiest way to cook something is by not using fat or oil as the heating medium. In deep
frying and (less of an extent) sauteing, oil is used to heat the food. During cooking, a lot of oil enters the food making it taste great but also greatly increasing the fat content.
Too much fat, even of the healthy unsaturated kind can cause you to gain weight and even result in some health problems. Instead of frying, try baking, steaming, boiling and even grilling.
These methods don't require extra fat and each have their own unique flavor. You can also use herbs, spices and even salt to increase the amount of flavor without all the extra calories frying adds.