If you have time and can tolerate swishing oil for twenty minutes at a time, I say go for it, but I would strongly suggest doing it in addition to brushing your teeth, not in lieu of...
If you find it helpful and you like the results you are getting, I don't think it really matters what oil you pull with. Use what tastes and feels best to you. You've been doing canola... switch to coconut for a bit and see how you like it. Then try out avocado as well.
If this is a health practice you find helpful and you want to continue, I would pick whatever oil makes the task most pleasant. I also think you ought to go for an oil that easily fits into your budget as well.
I have never pulled and may never, tho I do have to admit it sounds interesting. I'd never stop brushing tho. Of the three oils you mentioned, coconut sounds best to me!
Thank you for sharing this and opening my mind to something new!