Rinse the sushi rice under cold water until the water runs clear. Combine the rice and water in a rice cooker or pot and cook according to package instructions. Once cooked, let it cool slightly.
In a small bowl, mix the rice vinegar, sugar, and salt until dissolved. Gently fold this mixture into the warm rice and let it cool to room temperature.
Prepare the tempura batter by mixing the tempura batter mix with cold water according to package instructions.
Heat vegetable oil in a deep pan or fryer to 350°F. Dip each shrimp in the tempura batter and carefully place them in the hot oil. Fry until golden brown and crispy, about 2-3 minutes. Remove and drain on paper towels.
Place a bamboo sushi mat on a clean surface. Lay a sheet of nori on the mat, shiny side down. With wet hands, spread about ½ cup of sushi rice evenly over the nori, leaving a 1-inch border at the top.
Arrange 2-3 pieces of tempura shrimp, a few slices of avocado, and cucumber along the bottom edge of the rice-covered nori.
Using the bamboo mat, carefully roll the sushi away from you, applying gentle pressure to keep the roll tight. Seal the edge of the nori with a little water.
Using a sharp knife, slice the roll into 6-8 pieces. Repeat with the remaining ingredients.
Serve the sushi rolls with soy sauce, wasabi, and pickled ginger.