Congrats on your D4! I just got mine a few days ago, and am still going through the menu settings.
First pic I took was at ISO 12600, with my 24mm/1.4, monochrome setting. The dog sleeping, light from down the hall. I popped that on the monitor at 300% and the LACK of noise/grain was amazing. It's shwoing itself an amazing camera in low light.
Download or open the "D4 Professional Setting Guide" to get a better idea of when to use the choices within the various menus. "That Nikon Guy" on YouTube also has some interesting videos, though he's sometimes a little cutesy for my taste.