As for studies that I find instructive, here are a few:
People with loss of function mutations in PCSK9 have lower LDL-cholesterol. These people have an even lower risk of ischemic heart disease than you would expect based on the degree of LDL-cholesterol lowering. [1]
Mendelian randomization demonstrates that genetic scores for LDL cholesterol associate with reduced risk of myocardial infarction (suggesting causality, since cholesterol doesn't reverse-cause a genotype).[2]
IMPROVE-IT showed that a non-statin medication (ezetemibe) added to a statin regimen further reduced the risk of second heart attacks after suffering a first heart attack. This is probably the clearest experimental evidence to date that suggest it's not only statins that reduce cardiovascular risk, but LDL-cholesterol reducing agents more generally that lead to reduced risk of heart attack. [3]
This is a very contemporary summary of genetic and clinical trial data; there is a wealth of older data that I won't get into.
1 = http://www.nejm.org/doi/full/10.1056/NEJMoa054013