About your sentence, if you give us your opinion about sashimi as a topic, I would say:
香港のお刺身は清潔ではないと思います。
To answer a question "what do you think?" or after someone says 私は香港のお刺身は清潔だと思います, I would say:
私は香港のお刺身は清潔ではないと思うんです。
To answer a question like "why do you think that person got sick after eating sashimi?", I would say:
私は香港のお刺身は清潔ではなのだ/ないんだと思います。
Actually, it's quite difficult to explain about the difference, as same as the one between は and が, because there are no specific rules.
I think in general, it's mainly used:
to add a bit more explanation
to request, to ask a favor
to ask a question with いつ、だれ、どこ、なに、どうして、etc
to refuse an offer
Examples:
昨日、英語の勉強はしたのですが/したんですが、日本語の勉強はしませんでした。
(英語の勉強はしましたが sounds that it gives just a situation and using ので/んで gives us a bit more explanation/reason/excuse.)
ちょっと解らないことがあるんですが/あるのですが、教えてもらえますか。
(解らないことがあるので seems like the speaker think about only just the situation, and with ので/んで sounds like the speaker add a bit more reason/excuse before asking a favor.)
今日、映画を見に行きませんか。--- 今日はちょっと…バイトがあるんです。(If you say 今日はバイトがあります to refuse the invitation, it would sound very cold in my opinion.)
However, as I alreafy said, there aren't any rules, so sometimes it's not necessary, sometimes ので/んで doesn't have difference from without using it. All depends on the situation.
I hope this was helpful even though inly a little.