Fish oil, olive oil, and grape seed extract are excellent methods to help with cholesterol levels. In fact, fish oil has actually been shown to be more beneficial than some statin drugs. However, it's not necessarily the level of your cholesterol, but the oxidation of it.
Imagine rubbing a balloon on your head and sticking it to a door frame. By rubbing the balloon on your head, you are charging the balloon and, therefore, it sticks to the door. As you add more balloons to the door frame, it becomes more difficult to actually get through the door. But what if you didn't rub the balloon on your head? It wouldn't stick to the door. You could add hundreds of balloons, but you would still be able to make it through.
The same thing happens with your arteries. The cholesterol becomes charged (oxidized) because of free radicals in your body and they stick to your artery walls. Eventually, you end up with a clot. And what happens if the cholesterol isn't charged? Same thing as the balloons that aren't charged. Fish oil, olive oil, and grape seed extract (anti-oxidants) help to get rid of the charge.
Having your homocysteine levels checked would give you a good indication of your oxidation levels. I would recommend reading "The Cholesterol Conspiracy" for more information.
As far as a specific supplement, I recommend and market Usana supplements. I used to have high blood pressure and cholesterol levels, but after taking these my levels are back down to a normal range.