Nigiri sushi:
Always dip your "Nigiri-sushi" upside-down in the soy sauce and eat it "rice-side up." Don't pinch it too hard with your shop sticks, and place it so the fish touches your tongue. (The soy sauce will cause the rice to fall apart.)
Sushi should be eaten in one bite if possible, but taking two bites is generally acceptable. However, don't put the sushi back on the plate if you bit it in half already. Once you pick it up, eat all of it.
Feel free to use your fingers as utensils. Wipe your hands on a damp towel, if they provide you with one. But generally, use your fingers for sushi, and use chopsticks for sashimi.
Clean off your plate. It is impolite to leave a grain of rice on your plate.
Ask the chef what's good, and let him pick for you, especially if it's your first time eating sushi. This shows your respect for what he does, and maybe you'll get a good snack. If you're in Japan, buy the chef a drink, like sake or beer, as a compliment.