There are a number of myths and misconceptions surrounding both the creation and consumption of sushi that I'd I think are important enough to devote an entire blog entry toward their clarification.
Proper sushi has a small amount of wasabi applied to the underside of the fish. Some people claim that "it is to prevent parasites" (via the natural anticeptic properties of the wasabi), but I find this explanation a bit dubious (I would think that the wasabi would have to be uniformly applied to the entire fish to have any measurable effect). The wasabi is really there to add flavor. In really high-end sushi restaurants in Japan, for example, it is relatively uncommon for the guest to be served a mound of grated wasabi; that's the sushi equivalent to serving an un-tossed caesar salad with the dressing on the side. Instead, the chef applies the perfect amount of wasabi to each piece of sushi. Some chefs will not even serve soy sauce, instead individually brushing on the sauce on each piece. If wasabi is served separately from the fish, it is generally also considered bad form to mix it with the soy sauce (as is commonly done in the US).
So, why might you have never seen this before at your local sushi joint?
Here is a video in which you can see famous chef Naomichi Yasuda using wasabi inside the sushi. It all happens very quickly, but you can clearly see him dip into the bin of wasabi, rub it on the underside of the fish, and then apply the fish to the rice. Here is another video in which Anthony Bourdain explains the "rules" of high-end sushi eating, while dining at the super-famous and super-expensive Sukiyabashi Jiro (the proprietor of which is actually designated as a "living treasure" by the Japanese government). That second video shows the chef brushing on the soy sauce, and the general lack of both soy and wasabi on the plates.
And on to the matter of chopsticks. Some purists claim that you're not supposed to use them, instead using your hands. I've been to Japan, and it really varies by the type of establishment. Here is my take on it: I think it really depends on the formality of the restaurant. In the more formal places, they won't serve any separate wasabi or soy (only gari) and they'll give you a small moist towel (in addition to the oshibori) that you are supposed to use to clean your fingers between pieces of sushi, under the expectation that you will use your hands. If they don't give a towel to clean your fingers, then I think it is acceptable to use chopsticks.
When I say "high-end", I mean a place that specializes in just sushi. In Japan, these places are usually tiny, consisting of only a bar. Each sushi chef services at most 5 customers at a time. Each chef is supported by perhaps one apprentice (who might prepare some of the seafood) and several other apprentices in the kitchen whose sole job is to prepare the rice. Sushi is all about the rice, after all; an apprentice will spend the better part of the first decade of his training just learning how to cook the rice (before even touching any seafood). That's why most casual restaurants in Japan (e.g., izakaya) will forego even serving sushi and instead offering preparations that require less skill/training (e.g., sashimi).