The first thing you must know about a REAL sushi bar is that the chef is a MASTER at his craft, having been an apprentice for at least 8 years. This means that, although you are the customer, he (or occasionally she) knows much more about what he is serving than you do. Besides, he (or a distributor he trusts) has picked the fish at the dock market and knows exactly which ones are best right now.
1. So the first recommendation is that you leave the ordering to the chef. Not only will he give you the best choices, but you'll be showing respect for his talent at the same time. You can tell him if there are certain things you don't like, and over time he will see by your reaction what things you really like and cater to those.
2. After cleaning your hands with the damp towel (oshibori), pour a little soy sauce in the tiny bowl. And by little, I mean no more than a quarter inch. A bowl brimming with soy sauce, sushi dripping from a big dunk, is the biggest give-away that you are a novice.
3. Don't add green horseradish (wasabi) to your soy sauce. The chef has already applied the perfect amount between the fish and the rice. (Remember, HE'S the master). In Japan wasabi is only put in soy sauce for sashimi, raw fish without rice. If you get too much wasabi, breathe through your mouth to keep the dragon out of your nose. Japanese will often hit themselves at the base of their skull to calm its effects.
4. With sushi, it's the fish, not the rice, that is dipped in the soy sauce. At a sushi bar, pick up the sushi with your fingers rather than chopsticks. The easiest way is to take it by the far end and turn it over to dip it in your sauce. Put the sushi in your mouth with the rice side up and the fish side down, so that the fish is first to touch your tongue. It is preferable to eat the whole piece of sushi at one time rather than in bites.
5. Eat some pickled ginger (gari shoga) in between each different type of fish to cleanse the palate.
6. Eel and other specialties often have a special sauce on them. Do not put these in soy sauce!
7. Don't ever give the dirty dishes back to the chef. He's a master at his craft, gringo, not a busboy.
Some useful phrases for sushi etiquette:
O makase shimasu. "I leave (the ordering) up to you."
Itadakimasu. "I humbly receive" (before you begin eating or when the first fish is put in front of you).
Go chisoo sama. "Thank you for the feast" when you are done.