One of the "criticisms" of the paleo diet is that you're eating a lot of meat, and thus a lot of fat, and "all that artery-clogging saturated fat is bad for you". Except it's not. It's actually one of the better forms of fat for you, and it's a heck of a lot better than vegetable oils, which tend to go rancid at the drop of a hat (and rancid oils are BAD oils). Further, the conventional wisdom that "fat makes you fat" is completely wrong - fat is, in fact, the only one of the three macro-nutrients that can't be converted to sugar and crammed into your fat cells by insulin (which is how you get fat). And yes, consumption of animal fat increases your LDL ("bad cholesterol"), but increases your HDL ("good cholesterol") right alongside it.
I could rant about this for a couple of hours, but instead I'm going to give you two links. The first is a recent article from Mark's Daily Apple, and the second is the website for the guy who made the movie Fathead. I haven't seen Fathead yet, but it would be in my Netflix queue, if I used Netflix.
Go. Read. Learn why fat is good, and animal fat is very good. And tasty. And then go make some bacon. :-) Personally, I'm saving my pennies up to buy this cookbook.