Because of the way a diuretic works, your side effects of raised cholesterol and/or blood sugar levels are very common with diuretics. It sounds as though you may be one of those lucky people who can't use hypertension meds because of the side effects:) Don't get too worried though, it is estimated that only 20% of the population can control their BP with meds alone.
Have you thought about alternative medicine? There are actually several supplements and devices that have been clinically proven to lower blood pressure, such as CoQ10, garlic, pomegranate, hawthorn, potassium, calcium, the Zona Plus and Resperate. It seems like drops of 15-20 points systolic are not unusual for garlic, CoQ10, or the Zona.
If you are not already, it is definitely worth making basic lifestyle changes (you may not even need to do anything else!). It is critical that you are a healthy weight, don't eat too much sodium (I have been shocked by how much is in our food!), exercise regularly, don't drink excessively and don't smoke.