Aye, I do that......and usually with a huge big healing brush. Normally I just clone out the dust that bothers me, bit levels/curves/colour/contrast, resize and sharpen and I'm done
This may give you an idea of the extent of the dust problem for much of what I do:
The effective aperture for that was f/96! (it was shot at 5:1)
Hardly any of the dust shows up in non-macro shots at sensible apertures. The above was taken on a 40D with the anti-dust thingy left on factory settings and used for a couple of months....I don't think anti-dust does much