Is the pixel "dead" or "stuck" and what color? For example, I have a pixel on the bottom (middle) that I can see is a significantly brighter white when browsing websites that are predominately that same color. A great example is this site! However, when I play World of Warcraft or view a something where that area (around the pixel) is not white... I can't tell the difference.
If that one pixel is effecting your ability to work or use the machine then by all means, take it back. Especially if you've had your computer for 24-hours and the place you purchased it from has "no questions asked" policy.
But, have a read at this article as well...
http://docs.info.apple.com/article.html?artnum=22194
One bad/dead/stuck pixel is typically not enough to warrant a unit replacement, but as with all things it's a discretionary decision.