Basically saying what other have, just in my own way:
All other considerations--quality, ISO, noise, etc.--aside, the detail captured on a given image is determined by the total pixels on that image, not the density of whatever sensor the image was captured on.
A 5MP cell phone camera has extremely high pixel density. But, the image it captures, whether a landscape or a portrait, can never resolve more than 5MP of detail. The exact same image captured with, say, a low-density 12MP FX sensor, inherently captures more detail of that scene and has more "resolution" compared to the lower MP capture. The difference may not be discernible on a low res cell phone display, but very noticeable on a large print.
Pixel density is important if the goal is to be able to give a smaller sensor greater resolving power, but the density doesn't give it an inherent advantage over *total* pixels. The new D600 has 24MP on a larger sensor than the 16MP of the D7000. The D7000 has greater density, but the D600 has more total pixels available to put on an image. If you needed to capture the maximum detail of a specific landscape scene, which would you choose?