Yes, no, and there is a list of asterisks longer than any I manage in posts around here.
Step 1. Japanese gamers care about quality. Maybe not quite to the ridiculous degree we were having a little giggle at in sealed Mario 64 going for "could retire on that" money the other month but it is still way more than anything outside it in normal circles.
They also tend to keep packaging/boxes at a far higher rate.
To that end when you see shells from Japan for consoles, or similar offered on ebay and see "wow it was amazing quality" then know it was probably third rate Japanese (there is a somewhat informal rating system but still fairly well used) and only could be sold outside it (see also Japanese cars and the UK but that is a different matter as pollution regs get involved in that one).
Note 2. Japan speaks Japanese.
Code:
2428 bit Generations - Coloris
2427 bit Generations - Digidrive
2426 bit Generations - Orbital
2425 bit Generations - Soundvoyager
2418 bit Generations - Dotstream
2417 bit Generations - Dial Hex
2416 bit Generations - Boundish
2375 Double Pack - Sonic Battle + Sonic Advance Plus
2374 Double Pack - Sonic Pinball Party + Sonic Battle
2335 Yu-Gi-Oh! Duel Monsters International Worldwide Edition (v01)
2296 Yu-Gi-Oh! Duel Monsters Expert 2006
1835 Yu-Gi-Oh! Duel Monsters International 2
513 Space Invaders EX
508 Hot Wheels Advance
491 Chou Makai-Mura R
482 The Pinball of the Dead
399 Advance GT2
358 Super Puzzle Bobble Advance
274 Hyper Sports 2002 Winter
271 Guilty Gear X - Advance Edition
258 The King of Fighters EX - NeoBlood
254 ESPN Winter X-Games Snowboarding 2002
249 Tekken Advance
1374 Famicom Mini Series 4 - ExciteBike
1368 Famicom Mini Series 2 - Donkey Kong
1366 Famicom Mini Series 7 - Xevious
1365 Famicom Mini Series 3 - Ice Climbers
1364 Famicom Mini Series 1 - Super Mario Bros.
987 Yu-Gi-Oh! Duel Monsters International Worldwide Edition
810 Elevator Action - Old & New
803 Sega Rally Championship
802 Sonic Advance 2
790 Darius R
753 Moto GP
721 Contra Hard Spirits
649 High Heat - Major League Baseball 2003
547 V-Rally 3
513 Space Invaders EX
508 Hot Wheels Advance
491 Chou Makai-Mura R
482 The Pinball of the Dead
1584 SD Gundam Force
1574 Puyo Puyo Fever
1552 Tottoko Hamutaro - Hamuhamu Sports
1518 Sonic Advance 3
1376 Famicom Mini Series 6 - Pac-Man
1375 Famicom Mini Series 9 - Bomberman
1374 Famicom Mini Series 4 - ExciteBike
1373 Famicom Mini Series 10 - Star Soldier
1370 Famicom Mini Series 8 - Mappy
1369 Famicom Mini Series 5 - Zelda no Denzetsu 1
1368 Famicom Mini Series 2 - Donkey Kong
1366 Famicom Mini Series 7 - Xevious
1365 Famicom Mini Series 3 - Ice Climber
1364 Famicom Mini Series 1 - Super Mario Bros.
1349 Yu-Gi-Oh! Duel Monsters Expert 3
1292 Sonic Battle
399 Advance GT2
358 Super Puzzle Bobble Advance
274 Hyper Sports 2002 Winter
272 Gradius Generation
271 Guilty Gear X - Advance Edition
266 Pac-Man Collection
258 The King of Fighters EX - NeoBlood
254 ESPN Winter X-Games Snowboarding 2002
249 Tekken Advance
245 Sonic Advance
235 Namco Museum
228 Advance Rally
150 ESPN X-Games Skateboarding
142 Minna de Puyo Puyo
14 Zen-Nippon GT Senshuken
8 Advance GTA
6 Chu Chu Rocket!
1376 Famicom Mini Series 6 - Pac-Man
1375 Famicom Mini Series 9 - Bomberman
1373 Famicom Mini Series 10 - Star Soldier
1370 Famicom Mini Series 8 - Mappy
1369 Famicom Mini Series 5 - Zelda no Denzetsu 1
1368 Famicom Mini Series 2 - Donkey Kong
1366 Famicom Mini Series 7 - Xevious
987 Yu-Gi-Oh! Duel Monsters International Worldwide Edition
790 Darius R
There is the complete list of Japanese GBA games with English in them (total GBA releases are some 2700 + undumped/beta/speciality and now those Chinese unreleased games, home consoles are seldom better but you also have the non Japanese but still Asia stuff to consider in that one (they often will have English as a "because we can't be bothered to translate otherwise and enough still understand it to work in 5 countries rather than 1"). Note most of those are also emulated and minigames. Playable despite no Japanese knowledge adds a few more, usually puzzle games you might have played before on another system. Don't have a good list of current ones there but it is a thing some sites/blogs/whatever try to maintain.
If you want to play around with such things
http://www.advanscene.com/ advanced search should be able to yield it, though stuff like offline list and things that parse dat files can also generate similar things as most of those include language data.
Quirk. Screen issues for console stuff plus region issues.
Probably not a problem here as the vast majority of CRT sets still working/desirable and made for PAL countries will also do NTSC.
Region issues is a given and one I probably don't need to cover much here other than to say classically there were three regions games got split into and locked down into (Japan, the US/North America where NTSC is usually a shorthand, and Europe where PAL is it, Australia varies depending upon what you are doing and what company was designated to help ship things there). Today South Korea has its own thing some of the time, China has kind of had a weird history here and there will probably be some others in the coming decades. Consoles tended to be region locked for most of history (wii was, PS3 mostly isn't, xbox 360 you will want to look up on a game by game basis, I suggest ABGX360 wherever that happens to be this week) with cartridge adapters and mod chips usually being avaialble where handhelds mostly were not (barring a few quirks DS was not, DSi kind of was, 3ds was) but hacks and flash carts to bypass things there.
There are also different models (see famicom vs NES pictures) but that is probably less of a concern if having something cool on your shelf of cool things/under the TV is what you seek. Can be harder if buying accessories though.
Colours on controllers, button layouts (in game) and such also can be different -- most will have long ago met the SNES button colours change and the X-O swap compared to other regions in menus to select/cancel for Playstation Family stuff but there are others.
Power adapters can be harder here to get going on. I don't like suggesting transformers outside of building site tools, and 50Hz (UK standard) is actually harder on things than 60Hz.
Depending upon where you pick up the Japanese games market story there is also a whole raft of things you might not have heard of. You might have heard of the PCE/TG16 but PC-8800 series, FM-7, MSX and X1 all would be comparable in mindshare and impact at least within Japan (though the MSX was popular in a few places outside Japan) with anything from Commodore, BBC, Amstrad or Atari in the west.
https://retronauts.com/article/342/gaming-computers-of-japan-the-nec-pc-8800-series
The weird thing with Japanese fondness (in some circles) for exclusivity is also kicked massively into high gear here as open devices mean lots of rare and undumped stuff. That said that is the sort of thing you want to know Japanese for, unless you were one of the non English speaking European or South American types that had a MSX and find local prices not to your liking.
It will also depend what you are getting. Big in Japan is not just a sweet Tom Waits song and trends and popularity there are not necessarily what you expect. Think my favourite is NES Zelda 2 (as in the platformer) is actually apparently really highly regarded there, do want to find the study comparing it if someone has it as I forgot to bookmark it.
All sorts of things to consider here as well; Japan does not do FPS games by and large so Japanese copies of such things can be kind of pricey as there were so few made to begin with. Similarly you say find that the 360 is a major shmup machine for reasons nobody has quite managed to figure out (they say the hardware is similar, and it is to some arcade boards, but this was several generations into recompile and press go so that explains very little) you are still facing local competition; it is not like Japan is not filled with people like you and I that will want all the games and not to pay anything for them, will feign ignorance of prices when dealing with old widows/bored mothers/dumb kids, be up before the sun to get the best deals, do the rounds to see if anything interesting appeared in fiercely guarded lists of shops that we also happen to have the most efficient route around and possibly a mental list of everything that was there last week to hone in on the new that much more quickly.
Japan speaks Japanese part 2.
Japan does not tend to use the same English speaking western sites (technically amazon and ebay exist there, nobody uses them though), or indeed internet in the same way (if you have ever been on the Japanese internet then it is often like a 90s time warp). There is also still a lot of offline stuff going on.
To this end there are Japanese auction sites, payment methods, things tend not to ship outside Japan (you can get local buyers/reshippers though, indeed something of a cottage industry as they will often be able to search for you too).
That video a while back on the guy that got the Japanese McDonalds game and the effort it took there. Now obviously this was rare and whatnot but it is a reasonable primer on some of the things available and stumbling blocks. If you have friends/family you can have things shipped to in Japan then good stuff.
Alternatively you can continue to watch ebay for Japanese copies of things (many do appear, again especially the lower quality stuff that is still perfectly playable), go on play asia, genki, the thousand other pretenders to those thrones and maybe amazon as well. You will probably pay a premium in money but spare yourself aggravation. Even with that then yes prices can be a bit cheaper, or cheaper when shipping is not troubled because whatever reason (free shipping like the free shipping on Chinese tat sites is also not a thing, be prepared to pay here)