Can extra virgin olive oil be used for stir frying, roasting, grilling?
That oils' smoke points can be generically classified solely according to their type is a myth.

Robert Wolke, a professor emeritus of chemistry at the University of Pittsburgh and food columnist for the Washington Post, claims that the smoke point for an oil varies widely depending on origin and refinement.  While the smoke point does generally increase with respect to the degree of refinement of the oil, Wolke notes that generation of the nasty tasting free fatty acids is a function of time, i.e., the longer you cook the oil the worse it tastes.  Therefore, if you are going to be using the oil for a quick fry/sauté, it doesn't really matter what type of oil it is.  (I'm not sure if I'd use an unrefined oil for a long roast, though.)

Alton Brown, a US cooking celebrity who specializes in the science behind cookery, agrees:


  Now many charts and tables attempt to quantify smoke points, and I'm here to tell you they're all complete hooey. The truth is, there are just too many factors going into a smoke point to make such concrete claims. I will tell you this. High heat will destroy the fruity goodness of an extra virgin olive oil or the nutty goodness of a walnut oil. But you can sauté with just about any oil, as long as you work fast.[Emphasis is mine.]


I wouldn't recommend using an Extra Virgin Olive Oil for high heat applications, not because you're likely to get off flavors (if you work fast), but because it's a waste of money: You'll be losing the fruity notes for which you're paying a premium.  Throughout Southern Italy and Spain, though, it is very common to use olive oil for frying (even Virgin olive oil).  For example, Mario Batali (another US celebrity chef who is a widely acclaimed Italian chef) did it all the time in his old TV show.