jeffsnox wrote:
I don't understand why it would only show up when the lens is in place, and not when it isn't??
A bit of dust actually ON the sensor is definitely going to affect the light reaching the pixels beneath it - so if without a lens I don't see it, then it has to be on/in the lens doesn't it?
The contstant size of each blob leads me to think that each blob is actually an out of focus DOT.
NB. This camera is practically brand new and I've only removed the lens once before now, and very carefully at that, indoors, and swiftly.
Here's a level-boosted lens free shot. If there's dust on the sensor, why doesn't it show?
Don't let this do your head in Jeffsnox, you seem to be over analysing this a bit!!! Dust on the sensor is part of the DSLR ownership experience! 
As has already been stated - this IS sensor dust, no doubt about it. The fact that your camera is new is irrelevant, it comes as a shock to all new DSLR owners that their new camera could have a dirty sensor but unfortunately they do pick up dirt in the factory and some are far worse than yours out of the box.
Don't worry about it, get yourself a cleaning kit. A rocket blower will remove a lot of particles but the more stubborn ones may require the use of a swab. Do a search for the different kits that are recommended on the forum.
The dust is far more pronounced the further you stop down. Ie. Wide open it's probably unnoticeable, but stopped down to f22 you are going to see particles which may never show up in "normal" conditions. I'm no physicist but I would guess shooting with no lens on is the same as shooting wide open with something like an f1.0 lens so the dust just isn't going to show. Also shooting without a lens on is a sure fire way to attract more dust from the air onto your sensor as the sensor becomes charged and will attract the particles so don't do it too often.
Hope this helps! 