Note - I use Nikon references here, but the same info will hold true for all the digital manufacturers that have a shutter release (mirror up) cleaning mode.
Caveat: Don't clean your sensor yourself. Ok, I said the party line.
(everybody cleans their CCD sensor themselves, but manufacturers won't necessarily warranty a camera you manually dorked around with, so my blog is not an endorsement to do this).
I see many Nikon photographers whine about cleaning their CCD sensors. They hate wanting to drill down into the camera menus to find the "Lock Mirror Up for Cleaning" mode entry under the setup menu. They say (and I saw a forum entry where somebody said this: "screw Nikon, I just use bulb".
I have to admit in the interest of full disclosure that I used to use bulb or mirror-up or (yes, my favorite) lock a wired remote shutter switch into the released (open) position (like I was taking a long exposure & manually timing it, kind of like bulb with a remote lock) when cleaning my sensor.
But my eyes were opened last year by a Nikon tech (Ron Taniwaki). Since I repeatedly (even today) saw an entry from somebody in some forum where they were whining about the lock for cleaning mode, I thought I'd share the rationality for correctly using Lock Mirror Up For Cleaning mode since apparently this isn't knowledge that's out on the net. I even just looked for cleaning and mirror-up discussions in various forums and didn't see the "correct" argument. So:
Why you want to use your camera's cleaning mode or lock-the-mirror-up-for-cleaning is this:
Other modes like bulb, long exposure settings, or simple "mirror-up" assume you are taking a photo, not cleaning the CCD, so the camera applies an electrical current to the CCD to allow it to gather light and convert an image to a file (through the rest of the camera logic) when the mirror (or shutter) closes.
The problem with trying to clean a charged CCD while any trace current is applied to it is that there's a static energy that forms on the surface of the CCD that attracts tiny particles like dust, hair, etc, to it. You can get the idea of how this works by simply holding your arm up next to your computer screen you're reading this on and seeing how the hairs on your arm stand up to the screen. You can even feel it. And it's creepy. (Or cool. Depending on how weird you are, you weirdo!) (Hey, I do it all the time!)
BUT - if you use a camera's cleaning mode to lock up the mirror, current is being applied to the mirror ONLY to hold the mirror open, but NOT the CCD. So... you're not attracting the same stuff to the CCD that you're trying to clean off at the same time.
Since you can damage a heck of alot of camera components cleaning your CCD (like the the CCD, the mirror, and more), this is why your camera (assuming it's smart enough) should not let you go into cleaning mode if there's no AC adapter connected OR if the battery is below a 60% charge. This is bad mojo you can get into if the mirror drops while you're still goofing around with your swap or tacky-pad or brush in there at the same time, so your camera - which is probably smarter than you are (no offense) checks it's power source first before letting you come in to mess with it. (Ps, now you get an idea of how brushes work: if you use the correct kind of brush and "charge it" correctly, it's carrying a static attraction that sucks junk off the CCD. If the CCD is also carrying a charge, you're defeating the purpose and probably attracting junk off the brush back onto the CCD, duh!)
Since we're smarter than the camera, we get frustrated having to mess with the stupid thing when we want to clean the CCD and the correct setup or tools menu item is grayed out (because the camera doesn't sense enough power available)- so we bypass this by using "bulb" or straight mirror-up mode, etc.
But you are potentially causing problems (or at the very least increasing your cleaning time: "wait, i just cleaned it and it's got junk on it again!") since the CCD is a dust magnet when power is applied to it.
Hopefully this sheds some light on why you should use the cleaning mode when you have to clean the CCD.
Happy spot removal. (cleaning is a whole 'nother blog waiting to happen, but there are -alot- of good cleaning references on the net, one of the best being here: http://www.copperhillimages.com/index.php?pr=Tutorials).