From The Art and Science of Low Carbohydrate Living (Phinney and Volek's first book), page 62/Chapter6:
Because fats do not dissolve in water, they are carried in the bloodstream as triglyceride droplets surrounded by emulsifying molecules like phospholipids, cholesterol, and proteins. These particles are called lipoproteins, and they are subject to much loathing because they contain cholesterol. In reality, these lipoproteins are like trucks loaded with energy traveling about in the bloodstream delivering fuel to cells. All lipoproteins contain cholesterol, and their cholesterol contents may be labeled "bad" or "good" depending on where those lipoproteins are formed and where they tend to end up. It is a simple but underappreciated fact that without cholesterol, there could be no lipoproteins, and we'd be hard pressed for an alternative method to distribute fats and fat soluble nutrients to our cells for structure and energy.
Think about that for a moment, and then think about the drive to lower the cholesterol. Fewer trucks, less transport, less ability to exercise because you're too dang tired ... the effects of statins boggle my mind.
Now consider the file attached here - it's a little older but highly informative. I especially look at the table in the upper right -- I intend to be in the lower right corner, not the upper left.