Does caffeine raise cholesterol (good or bad)? I've heard that coffee can raise your cholesterol. If that's true, is it a bad thing? Is regular or acute exposure to coffee dangerous in this way?
Coffee beans contain a chemical called cafestol, which tends to increase blood cholesterol levels, especially LDL ("bad") cholesterol.

Brewing with a paper filter seems to reduce the levels of these cholesterol-raising chemicals in brewed coffee by filtering out these chemicals (e.g., cafestol, kahweol). Levels of cafestol in coffee are higher in non-paper-filtered brewing methods, such as French press and others.

Here's one article that discusses this, and another pointed out by @apaul34208 in comments.

EDIT: Links to actual studies. Here are two studies that discuss this further: one from van Dusseldorp, et al., 1991 that talks about "a factor" (i.e., an as-yet-unidentified compound) that has a cholesterol-raising impact. A later paper (Urgent, Katan 1997) identifies these factors as "diterpene lipids cafestol and kahweol". Specifically, the abstract from the latter article states that "[paper] filtered coffee does not affect cholesterol."