Same here - not just spots, bubbly looking diffraction patterns from, I suspect, fibres not lying completely flat on the sensor. At least I hope it's not something worse.
Here's a pic I uploaded to flickr:
EDIT: after reading some more posts esp the D7000 oil splash issues it seems much more likely that is the case. Not happy about that Nikon!
Wow, that's even worse than what I had looking at your photo. I just got some advice on the DP Review forum :
1. go back to your photo store and have the camera cleaned.
2. My last 3 Nikon DSLRs have all had oil splatter on the sensor. You replacement D800 will get the same. Most new Nikons will do this over and over fornthenfirst few months, depending on how much you use your camera.
Go ahead a get a sensor brush, Eclipse, swabs and bulb blower. The anti dust feature in the D800 is good but will not remove all the dust and none of the oil splatter.
I, too, can not believe that the store took your camera back when it just needed cleaning. As far as the other things like hair, etc. you need to clean your lenses. Be careful using compressed air as it will most dust into areas when you can not longer get to it.
3. Unless you have oil on the sensor, a static charged Nylon brush will remove the dust. You only need to use the wet method for oil.
For the wet method, use Sensor Swab Plus Type 3 and Eclipse liquid. The swab should be used for one swipe per side and then the pad replaced by one made from PEC-PADs.
Hope this helps.