Last week I had cellulose blown into the walls and attic of our circa1850 house. I was told that clapboards would likely end up chipped and scratched in the process and that the cellulose may leave some dust.

I wasn't told that that window screens would have quite a bit of fibre in them, that the tracks of the storm windows would catch much of the cellulose, and that portions of the exterior walls would have a fine coating of the cellulose.
Is this normal after this type of insulation? Should I be pissed about a sloppy job, or is it unavoidable?

Keep in mind cellulose insulation will fill up any nook and crannie it can fit its self into so it is common to see dust at windows and anywhere else there is a gap(even a tiny one). I'm not too sure about the clapboard being chipped and scratched. I'm assuming that they removed them to get access to the walls? If so, just remember that the installers are not carpenters so don't expect a expert job of removing boards and reinstalling them. Atleast they told you what might end up happening. The insulaters should have gone around and vacuumed as much of the dust as they could to ensure a clean job site when they left.