If you are interested in raising HDL, then this link is quite informative.
Log In Problems
According to this synopsis, niacin was the most effective at raising HDL - by between 15%-35% at pharmacological doses, which in this case was 3g daily.
note according to the Wiki,
Niacin - Wikipedia, the free encyclopedia that people can often experience toxic side effects at such high doses.
Effects include dermatological complaints - skin rashes and the like, indigestion, and more worryingly liver failure, arrythmias, birth defects, and hyperglycemia.
silymain (the active ingredient of milk thistle), is widely thought to have liver protective effects - I found a study where it protected baboons from the effects of alcohol.
Liver Study Comments - unfortunately human trial results are inconsistent.
amusingly this means that you could take the supplement, which should raise your HDL, while the milk thistle might protect you from the hepatotoxic effect of Niacin. You could boost the effects of niacin by drinking alcohol, knowing you'd be protected by the silymarin (assuming your response to alcohol is the same as a baboon's)
you could also try...
exercise
fish oil supplements
or
statins
I found the link to the medscape article via google, but unfortunately the link requires a log-in so won't work.