Sorry to say, but yes, you will eventually need to clean the sensor manually. Some cameras are better than the others shaking off the light stuff (Olympus seems especially good), but those shake-it-off dust removal systems can't deal with moisture, pollens, sticky particles, and eventually, the cumulative dust build-up. If you want to see what your camera is shooting through, set f/16 or f/22 and take a picture of plain blue sky. You might be surprised at what you find if you've been using your camera for a long, long time.
"But I don't shoot at really small apertures so I don't normally see that stuff in my images" you might say. True. But if it's there, it's slowly building a contrast-removal filter over the sensor. It might not be a lot of contrast that’s lost, but if you value getting the best possible pixel data from your shooting, I'd encourage you to test your camera from time to time and have it cleaned if you find a great deal of dust build-up.
I've got a cleaning the sensor article on my other site, if you're interested in what's involved.