Sesame oil is typically used in sauces and marinades for its fragrance and flavor as a seasoning. It has a very strong, pleasant nutty aroma and should be used sparingly. A little goes a long way!
For Asian cooking, the darker sesame oil is used as opposed to the pale sesame oil made from untoasted sesame seeds.
This darker colored sesame oil is made from roasted sesame seeds and has a very low smoke point so it should never be used for deep-frying. It is sometimes used in stir-fries for its flavor.
When purchasing sesame oil, be sure to choose pure sesame oil and not a blend that might contain other types of oil.