Sensor dust is usually only visible at high f-stops and then only in scenes that make it easy to spot. The dust isn’t actually directly on the sensor. It’s sitting on a piece of glass attached just over the sensor. At low (wide) f-stops, light is hitting any given pixel on the sensor from multiple directions so some of it comes in at an angle that goes around the dust. But at high f-stops (f/16, f/22), light is hitting the sensor straight on which causes the dust shadow to fall on some of the pixel sensors.

Dust on the lens itself will never be in focus so unless you’ve got a ton of it on there you’ll never notice (which is one reason you hear advice not to be too worried about keeping your lenses spotless).

I found dust on my sensor after only 2 weeks of using my DSLR, even though I only changed lenses in a calm environment (non-windy, not that stress would increase the likelihood of sensor dust!). I first checked the filter, then the outside of the lens - no fix. So I used a puffer to clean the sensor and that was it. I was surprised I had sensor dust so soon, as my camera (Canon XTi) has an automatic feature to shake dust off. Yet there it was! All clean now, but concerned how often this is going to be a problem for me.

Thanks for any tips you might have!