I too have this issue, I wonder if it's specific to certain copies or if all SGS2 have this issue?
The lagom.nl gradient test picture looks pretty bad in the browser and even worse if you scroll around, however it looks OK if you save it and view it in the gallery. In Opera Mobile it also looks OK. So that speaks for the issue being software related.
The Nexus live wallpaper for example also looks terrible. I noticed the heavy banding in the splash screens of both Angry Birds and Stupid Zombies as well.
The "dimming" test under "*#0*#" has absolutely terrible banding.
I for one find this quite annoying and almost contemplated taking the phone back before I found this thread. It kind of sucks to have banding issues on the wallpaper and in games
Source: http://forum.xda-developers.com/showthread.php?t=1075364&page=1
Can anybody test and confirm this? Seems like a grave display defect!