Etiquette
Although Americans are getting better at understanding the etiquette of eating sushi, in general there is still a pretty wide gulf between knowing what is appropriate and what isn't (leading many chefs to still implore diners "no soy sauce, please" as they serve items).
One disclaimer here: the below guidelines are more relevant for high-end sushiya and omakase meals where the chef has put a lot of time and preparation into the ingredients. In some instances, they are less applicable for casual or takeout sushi. Most of them boil down to common sense.
1. Most of the time, you don't need to add seasoning to the fish. For most nigiri, the chef will brush sauce on your fish before serving it to you. Asking for soy sauce or additional seasoning (wasabi, etc.) when it is not provided can be construed as an insult. Would you ask for a bottle of ketchup at a fancy steakhouse?
Oftentimes, seasoning will be provided for maki or sashimi. In these instances, it is ok to add wasabi, shoyu, or whatever else has been provided to season your bites. But this is seasoning - it doesn't mean you should be dunking or submerging anything you're eating (coming back to the steak analogy: would you cover the entire surface in BBQ sauce before taking a bite?). Also refer to #4 below.
2. Eat nigiri in one bite. Chefs typically proportion nigiri to be eaten whole during an omakase meal, and trying to get multiple bites out of one piece upsets this balance. Beyond that, a good piece of nigiri is very delicate - it will start to disintegrate once you bite into it, making a mess and making you look pretty silly if you don't eat it whole.
3. The rice is already seasoned - don't dip it in anything. Sushi chefs vary in their technique for preparing shari, but in general it is seasoned with some combination of vinegar, sugar, and dashi. Dipping rice in any type of sauce will not only destroy the delicate balance of these flavors, but likely cause the piece of sushi to disintegrate. If you need to season the sushi, dip the fish in, but not the rice.
4. Don't mix seasonings. The various sushi seasonings - shoyu, wasabi, vinegar, citrus (yuzu or sudachi) - are very distinctive flavors and don't necessarily compliment each other, though they may be enjoyed in the same course or same meal. It's not considered polite to dump your wasabi into your soy sauce and make your own concoction.
5. Be respectful. Don't talk loudly about other sushi restaurants you've been to and how they compare to where you are sitting right now (unless, of course, the chef seems interested in discussing his competitors and being "reviewed" in real time). Don't demand a "spicy tuna roll" or similar items if it's clear the restaurant doesn't serve that sort of thing. In general, just use your judgment here.
Myths
1. The "fresher", the better. For some types of seafood, particularly shellfish and crustaceans, freshness is a requirement - these items start to decompose the second they are killed, which is why many restaurants advertise "live" scallops or shrimp. But for the vast majority of fish, aging is not only necessary (to avoid chewiness), but is also a major part of the technique to develop a richness of flavor as essential proteins in the fish break down over time. This is not unlike the aging process for top-quality beef, which in some instances can stretch up to 60 or 90 days. Typically, high-end sushiya will age their fattiest fish - tuna and silver fish - for 3-7 days before serving. Some sushiya in Tokyo (most notably, Sushi Shou) have gained a reputation for their focus on aging fish. Certain American sushi shops have begun to advertise which of their fish have been "aged", with some sushiya offering cuts of tuna that have been aged 10 days or more.
White fish (shiromi) tend to be aged less, if at all, as the "traditional" flavor profile of these fish is a more subtle flavor and a more "chewy" texture. The contrast in flavors and textures of the fish that typically begin a sushi omakase with those that come later in the meal is a part of a deliberate progression of flavors tailored by the chef.
One last point here - the vagaries of the global seafood trade and certain import/export regulations (a number of fish must be flash-frozen to kill potential parasites, for example) make it very unlikely that any fish that you eat raw at a sushi shop is truly "fresh" in the sense that it was swimming only hours ago. But this doesn't mean they are any less tasty.
2. Sushi shops close on Sunday and Monday because fish markets aren't open and fishermen don't work on Sundays. While this may have been true at one point, it is now more likely that a sushi shop is closed because most sushi-yasan have 18-hour days and need a rest, rather than the fact that some part of the global seafood trade has been shut down. Besides, Sunday in New York is Monday in Japan, anyway.
3. Silver fish (hikari mono) taste "fishy". Many people have this conception from tasting saba in takeout or supermarket sushi that was likely prepackaged with a cheap salt/vinegar marinade (like a canned sardine) - not the best barometer for good fish, and certainly a likely source of "fishy" flavor. In reality, silver fish are high in fat and oil and can be incredibly rich and "clean-tasting". Just try a cut of aji when it's in season.
4. The best "______" comes from Japan. The above assumption has led many a restaurant PR company to breathlessly claim that "xx% of our fish is flown in from Japan daily." Japan is definitely home to the world's largest seafood trade, and prized tuna (and some other items) often travel to Japan to be sold first before being disseminated to the rest of the world. Likewise, high-quality seafood caught locally in Japan (particularly tuna and uni) rarely leaves the Japanese market, as it gets consumed by local buyers. But this doesn't mean that the best of everything comes from Japan. One small example is the fact that the some of the best amaebi (sweet shrimp) come from Maine during the winter time. Excellent striped bass, snapper, fluke, and flounder are fished in the US northeast. And of course, the best trout and salmon (which the Japanese don't have as much of a predilection for) are found in the Pacific northwest.