I think when it's clean vegetable oil, it more or less is wetlook as it flows and behaves much like water does, and leaves the recipients clothes looking shiny and wet but not actually messy (even though they are really).
Other oils like used motor oil or crude oil, etc, are all firmly in the messy category, but are also very dangerous to use (I believe used engine oil is highly carcinogenic, for example).
Here's a few shots from our archives involving sunflower oil, to me these are more wetlook than messy.
Lady Jasmine half-drenched in oil in a beautiful floor length gown:
Maiden the Slave Girl, wearing a boilersuit, being thoroughly drenched in oil by Nurse Wendy. Maiden's suit is almost totally drenched in oil (just bits of her arms still dry) but still looks "clean", just very shiny / wet!
PS: For oil fans, both sets those came from are available both on our site and in the download store. They are the only oil sets we've done to date.
Saturation Hall - www.gungemaster.com - Forth! The Gungemaidens!