Nope. The camera is still under warranty and Nikon doesn't want you to clean the sensor yourself. The only thing they want you to try is to use a blower or the in-camera dust cleaning system. While under warranty, I would rather have them deal with it. The only real annoyance was that they estimated 7 days for the turnaround.
I live in the LA area, so it wasn't a big deal for me to drive over to their service center and drop it off. The only thing I made sure to do was contact Nikon service before doing so, which was somewhat annoying at best (but that's another story).