|Adding extra theme entries can get you in trouble in a 21x21 if:
1) The theme entries are less than 8-letters. That'll lead to a flat out rejection from most editors unless you have a quip puzzle. (The reason for the exception is that, with quip puzzles, the theme entries are clearly identified by the clues.)
2) The extra theme entries aren't on a par with your others. You can't make up in quantity what you lack in quality.
3) You have so many theme squares that you're unable to get a satisfactory fill.
The latter two cautions apply to 15x15 puzzles as well.
Also be careful about tossing in little asymmetrical theme-related shorties here and there. Under most circumstances, these will not be welcome. I've seen novices jump through hoops trying to work in a few asymmetrical 4- or 5-letter entries that they felt complemented their themes. Not only won't these help you make a sale, they may yield exactly the opposite result.
Well, you get the idea. Less if often more, especially if you're new to the game. Good editors care about what their solvers care about. They want entertaining puzzles. Most couldn't care less if you squeeze in that extra theme entry (just as most of them don't care if you have a pangram). If an extra theme entry or two detracts from the overall quality of the puzzle, you're shooting yourself in the foot.
So what are the theme square counts you should be aiming for? With a 15x15, the norm is 3 or 4 theme entries yielding somewhere between 40-45 theme squares. Occasionally you can sneak by with 39 for a 3-entry puzzle (1-15 and 2-12's, say). For 21x21's it's much harder to come up with a set of numbers because so much depends on the length of your theme entries. For very long entries, it's not uncommon to see over 100 theme squares (5-21's, say). For shorter entries or a mix of shorter and longer entries the number can vary between 80 and upwards of 100. I'd say 80 (8-10's, say) is the bare minimum. Most editors would probably be happier if you clocked in with closer to 90.
For 21x21's, most editors prefer that the theme entries be 9 or more letters, but there are plenty of exceptions where 8-letter entries will be welcome.
For 15x15's, theme entries are usually 8-15 letters long, but 7's are acceptable if longer fill entries aren't going to confuse the solver.
I often use the center row to add a "bonus" theme entry of either 5 or 7 letters. Most editors allow this.
In untitled 15x15 puzzles, the SE corner is often used for a short "helper" entry. This is done all the time in the NYT and LAT dailies. Sometimes it's essential if solvers may not be able to figure out the theme without an assist. This "helper" entry does not usually have a symmetrically matching theme-related entry in the NW.
Finally, there's not a rule that I've mentioned here that isn't broken from time to time. The trick is knowing when to throw away the rule book. If you have something very unique in mind, don't let what I've written deter you. It might be a good idea to query an editor first though to make sure that your idea of very unique and his or hers agree.