maki, nigiri, or sashimi.. I love it all. But youve never really had sushi till youve had it in japan. at one place I paid $6 for 2 pieces of uni (sea urchin) man that stuff was good.
As for ettiquette theres no real wrong way. Its not like an art form like tea ceremonys or anything. In japan theres so many different methods of eating it. taking the fish off the nigiri and dipping the fish alone before eating, turning the nigiri upside down to get the sauce only on the fish before eating, and even pouring the sauce directly on the fish.
For the roll type (maki) some people again pour sauce on top, some let it sit in the small dish of sauce, some people just dip it. you also see some people mixing wasabi into the soy sauce, and others who put a bit of wasabi directly on the roll before eating.
As a rule of thumb if theres sauce aleardy on it then you wouldnt put soy sauce on it.
I wish I could find some shako here in the states.Ive never seen it here atleast in colorado.

also not all sushi is raw. There are alot that are cooked or partially cooked.