I want to substitute an oil for "salad oil" for a chocolate cake recipe.

[Major Nikon]

4. Of the three you mentioned coconut oil would probably be the least desirable

The other two will work fine. The primary objective of adding fat to any bread or cake recipe is to enhance moisture. What you don't want is to add any flavors typically associated with unrefined oils. Sunflower and safflower are typically refined oils which means they are designed for either high temperature cooking like frying or for applications where you don't want to add much flavor from the oil itself. Coconut oil may be either refined or unrefined with the latter being less desirable for your application.