Many things can be used a a substitute for vegetable oil when baking, although applesauce and melted butter are two of the most popular. When substituting for vegetable oil, it is important to know that the substitution may change the texture of the end product.
Applesauce will make the cake more moist, while yogurt will help the cake keep the same texture. However, less water should be used if this substitution is chosen. Fruit purees will add extra nutrients to the cake. Decrease the sugar in order to not oversweeten the final product. Butter and lard are the most like vegetable oil. To use them as substitutes, simply melt them and replace the vegetable oil.