Some are accustomed to light for Shabbos, Yom Tov, and Chanukah with olive oil. Is this olive oil (such as the one sold at my local judaica store here) the same type that one can get in a grocery store, or is it specially prepared to burn in a different way?
Olive oil sold in the stores will work fine (or even better than) the Judaica store oils. Some of the Judaica oils are really low quality even though they charge more for it on average.
I've used both and never noticed much of a difference in burning quality.