For pan frying you probably want to start with a firm tofu. It's a good idea to press the tofu to remove excess water: wrap the tofu in a cloth and place it between two cutting boards, weighting the top cutting board with a heavy book or other similar object. Wait at least twenty minutes (you can prepare the rest of the vegetables/onions for the stir fry at this point.
Once the tofu has been pressed, cut it into the desired pieces. It's a good idea to fry it at medium-high heat in only oil first, then add sauces (soy sauce, vinegar, whatever) only after the tofu begins to brown slightly.
Note: the above won't simulate deep-fried tofu. For deep fried tofu, you may want to use a softer tofu, still press it before using, and coat the cubes in corn starch before frying. Of course you probably know you can deep-fry at home with just a large pot of oil.
For a different texture you can freeze the tofu before frying.
Although not fried, I would also recommend that you try baked (marinaded) tofu to see if you like that texture/flavor better. You would still want to press the tofu, then slice it rather thinly. You can reapply the marinade during baking for more flavor.
Best Answer
If it is firm tofu: Don't use not much oil to cook it. If you want to get by with using very little oil, bake it - but cover it in either SOME oil or marinade.
For frying, shallow or deep frying (warning: press the water out well before deep frying!) simply yields better results than sauteeing, unless the tofu is crumbled or cut very finely (which gives more of a minced meat texture).
If it is soft tofu, consider boiling it in a sauce (like in mapo dofu), or even serving it steamed/raw with a sauce (check if you variety is safe to consume raw) as is not infrequently done as a japanese style desert.
If you are looking for recipes that work well with firm tofu, check indian recipes that involve paneer cheese - most of them can be easily adapted to make great tofu dishes.