Extra virgin olive oil has the least amount of processing, so it's the type of olive oil that's the best to buy.
Virgin olive oil has more processing, and olive oil labeled just “olive oil” has chemicals added to some virgin olive oil plus the leftovers of olive oil processing.
In addition, look for organic olive oil. You can often find it on sale at food co-ops.
See Real Simple’s “Olive-Oil Buying Checklist” for details.