We use HPLC reagent grade hexane, which we get from a local school scientific supply store.
This brings up an interesting point I'd like to make about solvent-grades and why/why not to buy a particular one.
First, Graywolf, good job using HPLC grade solvent. Food grade solvent would be *very* slightly better--however this is probably even only true on paper due to what the chemical is allowed to come into contact with during its processing. There are minimum allowances of chemicals in different grades of solvent.
HPLC is a good substitute for food grade because it has the lowest minimum allowances. These are basically at zero due to the application its intended for: High Pressure Liquid Chromatography, a method of detecting molecules present in a sample, even trace amounts. Thus the solvent (which carries analytes to the detector, typically a UV detector) must be free of other molecules to avoid giving false detection signals (as UV detectors are very sensitive).
That being said, often solvents which *are not* food grade can be purified using VERY QUESTIONABLE chemicals. These chemicals are used to separate azeotropes of various solvent-solvent systems (there are literally thousands if not millions that occur) and many of them are, for lack of a better way to say it, dangerous as hell.
If you go and buy regular old 99.9% anhydrous ethanol, there is almost no question it was produced by vacuum distillation with benzene. For my tastes, 0.1% water-benzene is too much water-benzene for me. Especially when considering how difficult it will be to remove ALL water from an oil mixture (this is basically not possible sans a vacuum dessication apparatus which simultaneously warms and stirs the sample).
Food grade ethanol will likely be produced by vacuum distilling a slurry of azeotropic ethanol and an innocuous drying agent. This must be repeated and done in a very expensive apparatus, but it gets the job done safely.
There is a similar story for nearly every common solvent, and certainly for every solvent I've ever seen mentioned on this board. It behooves the rest of us, as producers of things that people put in/on them, to do the proper research into which materials are safe for use--and which are not.