The ingrediants in rolls to avoid in sushi rolls are cream cheese, anything tempura, or deep fried, and spicy mayonnaise. These are all high in fat with very little nutritional value. I think avocados in moderation are ok because they contain monounsaturated fats and carry a high nutritional value.
Adding extras to your sushi experience like miso soup and steamed soy beans will keep you feeling full and satisfied.
Try to get brown rice instead of the typical white rice if avaliable.