As every cell has organelles, what type of organelles are located in the neuron?
Like any other cell...
See the diagram below for a complete breakdown:
As you can see, all "standard" organelles (mitochondria, RER, SER, Golgi, Nucleus etc.) are present and correct...
The Myelin sheath is not part of the Nerve cell, they are the product of other cells (Schwann cells) that form the sheath..