Here is a very interesting article about lard and its use in a modern society. http://www.foodandwine.com/articles/lard-the-new-health-food
The use of hydrogenated oils has taken over where lard was once king, but this article may change your mind about using it. Fat from hogs that are eating a diet that is higher in Omega 3 will result in fat that is also. Lately I've experienced fat from a Mangalitsa hog that was fed primarily a barley diet with lots of kitchen scraps. It was a creamy fat that is much different than corn fed hog fat. Another example of "healthy" fat was that from the wild Ossabaw hogs found off the coast of Georgia. These hogs actually have the genetic capability to create a lower saturated fat. Both Mangalitsa and Ossabaw pork are niche market and the fat is not available on a large commercial level. Here is where you can find some http://woolypigs.blogspot.com/2009/12/wooly-pigs-brand-leaf-lard-available.html
There is a producer in Canada that has developed the brand Prarie Orchard Farms that is high in Omega 3 and could help change the lard industry. This company is feeding hogs a plant based high Omega 3 diet consisting of a lot of flax seed. http://www.prairieorchardfarms.com/main.html
Some farms are supplementing with fish oil to raise up the Omega 3 acids. Here is an example http://www.willowgrovehill.com/About.aspx
The problem with any of these changes is the fact that the cheapest feed available for hog producers is corn and corn creates fat that is not as healthy. Alternative feeds and additives are much more expensive but...you are what you eat and what your food eats.