Yes I have very very sensitive nipples and I always have 1 thats slightly more sensitive, generally its my right one but occasionally its the left.
You have to remember hormones pay a huge part in sensitivity.
I have heard this question before and someone mentioned it was their bigger boob that was more sensitive as we all have 1 that is slightly bigger than the other.
In that respect yes my right boob is fractionally bigger (not noticable though) and is definitely more sensitive.
So I think its safe to say we are all different.
If you want more sensitivity I have to recomend the Nipple pump kit, I wear this alot especially when going out or just a trip to the shops.
http://www.lovehoney.co.uk/product.cfm?p=9831
I absolutely swear by this its one of my all time favorite nipple toys.