Shortening

Hi, Teressa. Though neither is advisable, lard is the more natural choice, and therefore is considered less problematic. Even less problematic is lard from pasture-raised/grass-fed/free-range pigs – this can make a major difference.
If you are looking for a solid fat source for cooking/baking, there are also “smart” substitutes on the market (“buttery spreads”) with better fat compositions – also not perfect, but less risky than Crisco or lard from conventionally-fed pigs.
The current favorite is coconut fat, though of course, it comes with the coconut flavor. Flavorless options include organic products based on flaxseed, olive, or canola/rapeseed oils (such as Earth Balance http://www.earthbalancenatural.com/product/original-buttery-spread/).