Niacin is good for triglycerides and can benefit HDL, but has a minimal effect on LDL(A 10 to 20% reduction). It requires a very large doses and one should consult with their doctor before trying it. There are liver issues with niacin as well and can be very dangerous for alcoholics and people with liver disease. The main side effect is flushing, which may be solved by taking an aspirin (325 mg).
Zetia probably does not work for everyone, but it may be worth a shot if statins aren't working. There are the bile acid sequestrants as well. Our prof seemed to be a proponent of those. The down side is the GI issues.
Not sure how effective Co-Q is at preventing the statin-induced myopathy, but, again, with your doctor's or pharmacist's consent, it seems worth a try if the alternative is abandoning statins altogether. It can have some pro-coagulant effects so be careful if you are on warfarin. Of course, if you are on warfarin you know you have to watch out for a lot of things.