Yes, there are differences in cell membrane's cholesterol levels among different human cell types.
This table from Alberts (2002) shows the difference in cholesterol composition in a liver cell, a red blood cell and a Schwann cell/oligodendrocyte (myelin):
Table: Approximate Lipid Compositions of Different Cell Membranes
Besides that, the table shows that there is difference in the cholesterol composition among different membranes in the same cell (compare plasma membrane, mitochondrion and ER). Actually, that's a more famous difference, depicted in this figure from Lehninger (2000):
Figure: Lipid composition of the plasma membrane and organelle membranes of a rat hepatocyte. The functional specialization of each membrane type is reflected in its unique lipid composition. Cholesterol is prominent in plasma membranes but barely detectable in mitochondrial membranes.