Further to Ken's post, until fairly recently, sensors with a high pixel density would be noisier than those with lower pixel density, I believe it is something to do with cramming more pixels onto a smaller sensor. This didn't affect full frame (35mm size) sensors so much, due to their physically larger size but did affect APS-C/APS-H size sensors (the size found in most DSLRs). However, with rapid development in the technology over the past few years this is less of an issue and some cameras with APS-C sensors, such as the Canon 7D, are excellent at handling noise at high ISOs. I have used ISO 6400 on mine and needed minimal noise reduction, and I have even tried ISO 12800 with reasonable results.
With an 18MP sensor you can crop a picture more than you can with a 10MP sensor and not lose too much in doing so. That means that you can get away with using shorter lenses.
Here is a photo I took of a model of SS United States (aboard Vision of the Seas last April), at ISO 6400; I couldn't use the flash as it would simply have reflected off of the glass case. There is a bit of noise but otherwise it's a pretty clean picture for such a high ISO.