My Nikon D300 has two dead pixels. It aggravated me to no end when I first got the camera. However, I did not have time to return it, so I continue using it 16 months later. I know where the two pixels are, and on important pictures I clone them out. They are very small, so much of the time it makes no difference.
It is rather common to have stuck red pixels in DSLR cameras. Nikon will map them out for you, but you'll have to wait for the camera to go through their repair department. If it bothers you too much, just keep returning them until you get a camera with no stuck pixels.
Only problem is, with digital, they can and will pop up suddenly as one or two of the millions of pixels die, or get stuck. This problem will not go away until cameras are smart enough to map out their own stuck pixels, or Nikon gives us some software to do it ourselves.