I noticed there is a "clean image sensor" menu, which I can set to clean at start up and shut down or both. Is this very useful? Maybe help fight buildup?
Yes, it's useful. Go into that menu and set it to clean on both startup and shutdown. That will do the best job of getting rid of stuff before it's had time to settle and "stick" to the sensor very much.
That said, automatic sensor cleaning systems in modern cameras do a LOT better job than cameras of just a few years ago that had none, but they're not perfect, by any means. And once some bits get stuck in place and have been there awhile, as yours might well be, automatic cleaning may not help at all, and then it's time for more direct measures.
The very first thing to try is a hand blower. The
Large Giottos Rocket Blaster is a popular choice. When using it, don't touch the tip onto the surface of the sensor. Just get near it and blast away. Do
NOT use canned air for this purpose. It has small amounts of oil and other stuff in it that will fly out and stick to your sensor which will likely make your problem worse. The Rocket Blaster is also good for dusting off lenses, mirrors and other camera type stuff. Every photographer should have one in their bag, IMHO.
If the Rocket Blaster doesn't do the trick, you'll need to get more physical with the problem. It's not as difficult as you might think, but it does take some tools/supplies that are made specifically for the task because they leave no residue and no bits of material like fibers behind, the knowledge of how to use them (follow the instructions to the letter), and a delicate, steady hand to actually do the job so that you're not bumping around inside the chamber like a bull in a china cabinet while doing the cleaning.
There are several products made for this purpose. I like the Visible Dust products, personally. They also have a lot of information on their site about cleaning sensors. You should check it out, if just to get an idea of what would be required, even if you don't want to start doing it yourself yet:
Sensor cleaning system for digital camera. An even better article on sensor cleaning is here:
Cleaning sensors by Thom Hogan You DEFINITELY should take a couple minutes to read that one.
The first time I did it nearly 10 years ago, I was nervous as could be. After a couple times, you find that there's really nothing to it. One thing to keep in mind that might allay your fears somewhat is that you can't actually touch the sensor because it has filters over it and it's sealed in behind that window of filters. What you're cleaning is the filter, not the actual, expensive, electronic sensor chip, which is sealed and can't actually get anything on it. It'll be okay as long as you follow the instructions and don't do anything crazy.
If you're still not ready to clean it yourself, try a local camera shop. Beyond that, you've got to get it to a Nikon authorized service center. The long and the short of it is: You're going to want to learn how to do this yourself in order to save time and costs in the long run. The last thing anybody ever wants to do is box up their camera and send it off to a service center for an indefinite amount of time just to get it cleaned. Learn to do it yourself and in 20 minutes, you're back in the game.
In the meantime, you can easily clone or heal out the spots with your favorite photo editing program, but that turns into a pain in the behind to have to do it for each shot that you want to use. NX2 Software from Nikon has "Image Dust Off", which stores a reference of where they dust is, then attempts to automatically clone/heal it for you. You'd have to ask some Nikon folks who use it if it works though - I wouldn't have any idea about that.
By the way, what Schwettylens said: "Your camera just flicks the mirror to get rid dust sticking on the mirror. It doesnt really clean the sensor" is wrong. He's basically a noob who's learned the basics and now thinks he's a pro because he's finding work on the weekends (as do 10,000 Facebook and Craigslist fauxtographers). Be careful of taking advice from him without checking it out from other sources.