Many of the "greyhound people" that we associate with give their dogs a spoonful of veg. oil on each of their meals. One couple we know does this for their 6 dogs, and all 6 have very soft, silky, shiny coats.
However, many of the "high-quality" dog foods have oils or supplements in them already, to soften a dog's coat and skin. Our dogs are all on Nutro brand food, which contains linoleic (sp?) acid, and they have nice, soft and shiny coats too. So, I don't worry about adding additional oil to their food bowls!