Wasabi should be added to 'perfection' by the itamae (sushi chef), so you shouldn't need to add any extra wasabi yourself. (Doing this might be frown upon by the itamae, like salting the food before tasting it). Although this is often customary in Japan, in Europe extra wasabi is often served on the side for costumers to choose the amount themselves. Normally people mix it with the soy to taste.

My experience with sushi in Tokyo is that nigirizushi is not served with extra wasabi, but some makizushi is. For example kappa-maki (cucumber roll) is often served with extra wasabi on the side. At places serving kaitenzushi (conveyor belt sushi) extra wasabi is sometimes available at the counter, like gari and soy.

Having said this, I myself add a little bit of wasabi (or wasabi substitute) to the soy. At least when eating sushi outside Japan. As with all food, you should use condiments to your personal taste.