Many deep fried things are full of trans fats - which kill you, so I'd say that's pretty bad in my book.
Steamed is great, and better than boiling when it comes to veggies.
Stir fried is fine as long as you keep the oils and high-sodium sauces to a minimum.
Raw is raw.
Sweets are full of, well, sugar, which we don't really need now do we? Also, many frostings are made with vegetable shortening - really fattening