SEMRs, especially Clomiphene, have been repeatedly shown to increase HDL cholesterol.
Statins are a powerful way to lower LDL cholesterol, and in some cases, raise HDL.
AIs tend to have a deleterious effect on cholesterol, and are not recommended by some experts for this reason. However, AIs are arguably the best way to reduce estrogenic side effects from amortizable AAS.
Niacin, as whotookmyname said, is often used. However, the often overlooked possible side-effect of inhibited fat loss may be of interest to Bodybuilders and AAS users.
Niacin works by inhibiting adipose breakdown (one of two genes, specifically), thereby reducing serum lipid levels. It also appears to have impacts on glucose metabolism, and thereby insulin sensitivity. While studies are either correlational or basic with few experiments suggesting long term impacts of high dose niacin, the initial data should help inform your decision. Several studies have loosely linked niacin intake to obesity. Little of this appears to be well understood in the available research, and further research must be done to determine if this has any true external validity.
This being said, there is little good data to support niacin-induced obesity (and zero clinical data to that end), but there is plenty of data to support the efficacy of niacin reducing LDL and increasing HDL.
Small amounts of alcohol, cardiovascular exercise, and various dietary changes can all help, as well.