http://www.ncbi.nlm.nih.gov/pubmed/2029499
Unfiltered coffee does have a slight effect on cholesterol. But I guarantee you anyone who adds milk or creamer just completely overshadows even unfiltered coffee's effects on cholesterol.
So unless all you drink is black coffee, you're already raising your cholesterol level more than unfiltered coffee will.
Even though Dr. Rosenfeld is a well respected physician and technically he may be right, to logically apply his findings, you'd have to replicate his experimental methodologies used to determine cofesterol effects in the human body. Which means much tighter controls than a normal diet. So even under experimental conditions cofesterol only had a slight effect. Definitely nothing to worry about in normal consumption.
If you really are worried about cholesterol, choosing whether you filter your coffee or not definitely has less of an effect than general dietary habits. That's why I said trying to replicate his results in the real world end up with results all over the place. Which is why one minute coffee is demonized, then another minute it's praised as healthy. The demonizers look at one particular ingredient, cofesterol and proclaim it's evil and will kill you! The praisers say look at all the antioxidants and other good stuff and say it's the fountain of youth!
None of the experiments really apply in the real world where when people hear about the results go out and buy a venti latte thinking it's healthy! Or filter their coffee thinking it's healthier, and then add coffee creamer. So unless you drink black filtered coffee only, you can't really claim any of the health benefits.
And then you have your morning toast, do you butter it? Cholesterol. Bacon? Cholesterol. Eggs? Cholesterol. Don't even get me started on the cholesterol arguments people have made over the years whether eggs are good for you or bad. You think the coffee cholesterol issue is all over the place and controversial, eggs have positively started scientific civil wars.
Basically coffee is perhaps the smallest contributor to high cholesterol levels in the US. Taken as a whole if it really was so bad for you to drink unfiltered coffee the US would have lower blood cholesterol with a majority of people filtering their coffee than a country like France which averages lower cholesterol even though they enjoy espresso and French Press.
Personally I don't drink coffee for any perceived health reason. Just that I like caffeine and a nice espresso, latte, capuccino, is a wonderful way to enjoy coffee.