As you mentioned, obviously it is better if you don't have sushi with fatty or sugary sauces or tempura (deep fried). It is crazy how popular deep fried sushi has gotten in America!
Like Eydawn mentioned handrolls without rice and with veggies are great.
Sometimes if I don't want to bother with a special order I'll just remove some or all of the rice on a regular sushi roll (especially if it is white instead of brown). It isn't that rice is so horrible, but to me the taste isn't worth the extra calories. I'd rather eat the tasty fish and veggies instead!
I think sushi is a great diet choice as long as you order it the right way!