I got some wierd grease on my sensor a while ago and panicked thinking I would have to send it off to Nikon and be without it for 6 weeks!
In the end, after some advice from people at the local camera club, I did it myself. I ordered a kit from ebay for about £12. It was just some swabs and some cleaning fluid and was really easy. Not half as scary as I thought it would be!
If you are near London, my brother uses these guys and they are great if you don't want to take the risk yourself
Fixation - D I G I T A L - S A L E S
There is a video here
Nikon D200 Sensor Cleaning / Nikon D200 Sensor Cleaning