Not that I particularly trust examine.com, but they do cite their sources, so it's better than nothing, and better than me spouting off unfounded nonsense. Anyway, here's the relevant bits:
> Looking at reviews and meta-analysis' of controlled trials, there does not seem to be much evidence that saturated fat increases risk for Cardiovascular Diseases. However, replacing some saturated fat with polyunsaturated may reduce risk.
> Saturated fats do increase cholesterol levels relative to polyunsaturated fats.[2][8] It should be noted that in any study done on macronutrients (fat, carbs, or protein) removal of a macronutrient must be met with inclusion of another in order to balance calories out. Many studies replace saturated fats with polyunsaturated fats, which tend to reduce cholesterol and triglyceride levels.[9][10][11][12] This may lead to the conclusion that saturated fats raise them, when the possibility that they are inert is viable.
In my opinion, as research stands today, worrying about anything except trans fat is not worth the effort. Maybe, just maybe saturated fats are worse than unsaturated fats. But in terms of your healthy it's probably in that 1%. People need to worry about the 99%. That 99% comes from eating less sugar, moderating carb consumption (I don't mean Atkins here, I mean replace some starches like french fries with vegetables and meats, but bread on your sandwich is fine), and general calorie tracking. Anything more than that will begin to fall into areas of research that aren't well covered, and, again, likely only contribute trivially to your long-term health.