I too have a little black speck of dust on my D40, either I've gotten used to it or it went away, since I haven't noticed it until I came across this thread. The speck of dust is only visible went pointing at a white wall anyways.
Congrats on the upgrade! The D60 seems cool, a sensor cleaner seems nice, if it does its job. I never take my lens out anyways(Nikkor AF-S 18-200mm), I guess I don't really need one.