I would start by reading the book Fats that Heal, Fats that Kill by Udo Erasmus.
It is important to note a number of things about cholesterol. First, it is necessary for cell health, hormonal stability and health (particularly sex hormones), and for neurological function. Second, when on a healthy diet, the body will naturally balance out cholesterol needs. If one consumes cholesterol in diet, then the body will not produce as much to meet bodily needs because cholesterol is available through diet. If one does not consume cholesterol, then the body will usually produce enough to meet bodily needs. In some cases, this mechanism breaks down either producing too much cholesterol or not enough. The reasons for this are only theorhetical and more study is needed.
High cholesterol may not necessarily be a problem. First, cholesterol needs vary individual to individual. Some individuals get symptoms of 'low cholesterol' problems (unexplained sadness or depression, cognative problems and related neurological problems, and hormonal imbalances causing various problems including infertility) even when their numbers are 'normal' or even 'above normal.' High cholesterol levels also have secondary symptoms if those levels are problematic.
Second, for some individuals--such as infants and menopausal women--higher cholesterol is both a protective and developmental need for a certain period of time. For infants and young children (and perhaps until adulthood), dietary cholesterol helps build cells, maintain hormonal development, and help with brain and nervous system development and growth. For menopausal women, higher cholesterol helps maintain even hormonal levels while the body changes it's hormonal spectrum away from fertiltiy and into menopause. Women with higher cholesterol during this time have fewer sexual problems (production of vaginal fluid for example) and have less incidence of issues with bone density loss and related health problems, than those women who try to lower their cholesterol during menopause. After menopause has ended (that is, the process of the change often called perimenopause), the cholesterol levels even out, but still may be higher than during her fertility phase for the purpose of maintaining sexual hormones that allow for sexual arousal and pleasure, as well as to protect the body from bone and fat loss as the body ages.
High cholesterol can be a problem when it's part of a larger picture of health problems. This high cholesterol often has dietary connections, but may also be due to a broken mechanism. Generally speaking, the body's mechanism for maintaining the appropriate cholesterol production is quite functional when the cholesterol coming into the body comes from good sources--meat, dairy, and eggs from well cared for and properly fed animals. Similarly, saturated fat, in and of itself isn't that bad. Taken into the body through meat, dairy, or oils such as olive or coconut oil, 'real' saturated fat is used for two purposes: first it is broken down and used for energy. second, it is used in cell membranes with cholesterol to keep the electrical pulses and nutrient balances functioning.
But, this only works if the diet itself is healthy. If the diet has a lot of processed sugars, processed flours, and rancid, hydrogenated oils, then the body will convert these elements into 'sticky' saturated fat, which in turn causes an increased production of cholesterol to strive to remove and utilize this sticky saturated fat in the cells. Often, on top of these foods, individuals eat excessive amounts of meat, dairy, and eggs--and often not from the best sources available--which adds cholesterol to the whole system, and thus making cholesterol levels even higher. This also shows up in the triglyceride spectrum.
To lower triglycerides and cholesterol levels under these unhealthy conditions, it is important to remove processed sugar, processed flours (in favor of sprouted, whole-grain flours), and hydrogenated oils from the diet. In conjunction with this, increasing bean intake as well as betaine (beet sugar from beets or found in wines processed using beat sugar) helps remove 'sticky' saturated fat from the body over time, lowering triglyceride and cholesterol levels. The cholesterol mechanism balances out based on the cholesterol that is consumed--cholesterol found in animal fats in meats, dairy, and eggs, producing only what is necessary to maintain health.
Now, there can be the opposite problem--cholesterol levels that are too low. Low cholesterol levels cause problems with sexual hormones and those systems which it impacts, emotional/psychiatric problems (unexplained sadness and depression), and often cognative and neurological problems. Of course, what constitutes as "low" varies from individual to individual. Two individuals can have the same 'cholesterol numbers' and yet have very different physical experiences--one can be the picture of health while the other might be depressed, mentally cloudy or unable to think clearly, or have any number of sexual problems (fertility, etc). When there are 'secondary symptoms' of low cholesterol, then there is a problem. Otherwise, just as with high cholesterol (the number itself isn't enough to demonstrate a problem, but secondary characteristics such as various heart or circulatory problems, weight gain, etc), only some people may have a problem with 'low cholesterol.'
Generally speaking, it is difficult to have 'low cholesterol' problems. Many people find that moving away from processed sugar, flour, and hydrogenated oil causes their cholesterol levels to decrease significantly, and they notice a dynamic change in their health because of this. The mechanism naturally balances out, using whatever good cholesterol comes in through diet.
Often, people will decrease the amount of cholesterol they consume. This is often a good change in people on SAD--they let go of processed sugar, flour, and hydrogenated oils as well as decreasing the amount of meat, dairy, and eggs that they consume. This also helps balance out the mechanism--and may lower their cholesterol to healthy levels for them. Even so, their levels may be 'higher' or 'lower' than other omnivores depending on their individual needs--often determined through genetics, sex, and developmental stage (age).
For those individuals who do not consume any cholesterol, their bodies may be able to produce enough to meet their needs. By in large, those individuals with a functioning mechanism for balancing out cholesterol needs will find a way to make enough to meet all of the needs for the uses of cholesterol in the body. But, even these individuals can have 'high" levels of cholesterol--which may not be problematic. It may be exactly what this individual needs. but if that individual is consuming processed sugar, processed carbohydrates, and hydrogenated oils on a regular basis, then their cholesterol and triglyceride levels may be inappropriately high. A diet free of these foods will help bring the body into appropriate triglyceride and cholesterol levels. The numbers may not be 'low' by any charts--particularly for children and menopausal women--but they still may be healthy if there are no secondary symptoms.
The real issues of cholesterol--the real problem--is when the production mechanism doesn't work. As i mentioned before, there is no hard and fast understanding as to why the mechanism might break. And, in some cases, there is this assumption that the mechanism is broken when it may not be--for example with high cholesterol because our current medical-social thought is that high cholesterol is 'per se bad' rather than only problematic for those individuals who have high cholesterol and other symptoms or side effects for having high cholesterol.
it is possible, of course, to have cholesterol that is too low, and it may be necessary in these cases to consume cholesterol in order to have a healthy cholesterol level. Often, cholesterol levels can be raised through the increase and balancing of the EFA spectrum (balancing omega 3 and 6), increasing saturated fat intake, and increasing exercise. But, if these do not raise the cholesterol, consuming cholesterol in diet--through meat, eggs or dairy--is necessary. It is not necessary to choose all three, and it only requires that one consumes enough to remove secondary symptoms of low cholesterol--increasing cholesterol to the appropriate level for them.
This is my case. I'm ovo-lacto vegetarian so that i can maintain healthy cholesterol levels. Roughly two years ago--after 5 years of veganism--my cholesterol levels were very low and i had cognative and psychological difficulties that couldn't be attributed to other causes (b12, psychological or behavoiral patterns or situations, etc). Cholesterol was the problem, and the solution.