What if Lu Bu didn't kill Dong Zhuo? IT would simply be more tyranny. And if Cao Cao still killed Lu Bu, then Dong Zhuo probably would've suicided around then,or he would've surrendered in another Anti-Dong Zhuo alliance. (From what I know about history, they strongly supported suicide over murder, though I could be in the wrong time period.)
Huang Zhong: Are you calling me old?!
Wei Yan: ...Yes.
Huang Zhong: Liu Bei! I demand you kill him!
Liu Bei: Well it's... true...