This is my first photo (and I mean first)
I think it is a great start...really! You don't say what objective this is, the 40X? Why not provide some subject info as well. A 40 shot stack at this magnification is pretty ambitious for a first shot.
How do you clean your sensor to the point when you stack images its fairly clear?
Welcome to the world of microscopic dust

. Small pieces that do not show at all in "normal" photography
really show up in microscope images. Cleaning a sensor is a whole science/craft/art-form. There are a variety of methods that work. For me a key requirement is to be able to see the surface being cleaned. This means some type of magnifier, preferably one that has sufficient working distance to permit working while observing. I use a low power stereo scope (because I have one) but there are a goodly number of magnifiers and loupes that are offered in the new "sensor cleaning in
dustry" designed for this task.
A stacking "tip". For microscope images (of stationary subjects) you might try turning off image scaling/magnification and even x/y alignment in the stacking preferences. If your microscope focus stage is in good shape you may not need these adjustments. This at least keeps the dust spot in the same place and can make retouching a little easier at times. (Rik may offer more info on this).
Am I expecting too much out of the objectives I have? (they came with it DPlan's. A 10x 0.25 160/.17, 40x .65 160/.17, and 100x 160/.17 oil)
Well, I don't know what you are expecting

. The thing is when you start taking microscope images you need to understand that you are almost always well "into" diffraction territory. I believe you are using a 2.5X NFK photoeyepiece. So with the 40X you are at 100X on camera sensor. At such a magnification you really can't compare image "sharpness" or "resolution" on sensor with photographs made at normal distances. There is no way to avoid diffraction losses when using full spectrum light to take images like this.
Your objectives are good mid-range achromats. I wouldn't lie to you... Olympus S Plan Apo's would often look better. Olympus S Plan Achromats were the next level up, but I am not so sure you would see a big difference there. One of the advantages of the S Plan Achromats is that they provided a larger image circle so they can be used with super-widefield viewing heads and the appropriate eyepieces.
The numerical aperture (NA) is what will determine how much fine detail can be resolved. So if you have two objectives that are of about the same quality level, the one with the higher NA will offer better resolution. So a 10/0.40 objective will resolve more fine detail on the subject than a 10/0.25. (Don't get too excited about minor differences like 10/0.25 compared to 10/0.28, or 20/0.40 compared to 20/0.42). If you look at a manufacturer's objective lines you will usually see that as you go up the price scale, the numerical apertures for a given power increases.
I realize that these are darkfield objectives, however they should give me an equal amount of quality between the darkfield and brightfield (other than the oil objective) am I correct in this statement?
No, these are not considered "darkfield" objectives, they are entirely suitable for a range of illumination methods... but primarily brightfield and darkfield. ( They will not work for phase contrast because you need specialized phase-contrast objectives and condenser for that type of illumination). They will probably work just fine with polarized light as well. (There are "special" strain-free objectives made specifically for very "serious" polarized light users but for most general uses with polarized light plan achromats work well).
One final thought for now. Unless you are using a color balancing filter somewhere, you want to set your camera white balance to "Tungsten" (or 3200k). Then be sure when you photograph you check the voltmeter on the base to insure that the that the light is turned up to recommended operating voltage. Otherwise you will get a strong red/yellow cast to your pictures. If it is really strong you may not be able to fully correct it, but usually you can correct that in software (and if you also shoot a raw file it is easy to correct). Typically in a brightfield shot the background should be white or a neutral shade. The above shot looks a little red/yellow to me. Easy to fix, but better avoided if possible.
