My brand new D700 came with dust on the sensor. I thought about it, but the hassle of having it sent back and cleaned wasn't worth the bother. If you're too anal, you'll be worrying more about the condition of your equipment than the quality of your shots.
If it was more than the built-in dust-off could remove, then it would've been worth the hassle. It's nothing to do with being anal, but you wouldn't spend a couple of grand on a D700 as new that had a big crack on the casing would you? So, how would you know it's OK internally if it's been used?
You could also be risking your warranty. 6 months down the line, the camera develops a problem, you send it back to Nikon and receive the response "sorry mate, can't help you, this body's been dropped, I could tell as soon as I opened up the casing, warranty won't cover it, here's a bill for £800".
And I was always under the impression that generally the condition of your equipment did determine the quality of your shots? Otherwise, why did you buy new anyway? Why not buy used gear on eBay with no warranty. It doesn't matter if the AF motor's a bit dodgy, or the shutter's a bit sticky, it's not worth the hassle, and the condition of the equipment doesn't affect the quality of the shots anyway right?
If I buy something advertised as being new, I expect it to be new. If it's used I expect to pay used prices and know in advance to be able to make an informed decision as to whether I actually want it or not. In fact, aren't there laws against selling used good as new items?