New Nikon 80-400 VR on my D200 body...very slight (just perceptible) movement between lens and body (in the plane of the mount, not fore/aft)... can't decide whether it's just because it's a heavy lens or if there's a problem. Never noticed on other combinations?
I've got a bit of this on my 70-200. Never found it to be a problem and general consensus seems to be that it is not a particularly rare occurence and certainly nothing to worry about.