Unfortunately there is good and bad in every drug on the market, your doctor just needs to find something that works for you. The worst thing you could do, is to take nothing, and hope for the best. My brother did just this - said he was just fine with no high blood pressure or cholesterol meds, and had a massive stroke at the age of 59. His days of a normal life ended there, and he passed away 5 years later from complications (pneumonia).
Ideally, diet is the best way to TRY to control your cholesterol, but if that doesn't lower it sufficiently, then your doctor needs to work with you to find a solution. Afterall - that's what you're paying him for!