I live in Tokyo too, so I can relate.
Cutting and pasting from another thread I posted in:
For investing, I had a Charles Schwab account that I kept open when I moved here, and I continue to use it. Schwab has a local account at Citibank Japan, so it is quite easy to transfer funds from my Citi account to Schwab's account and have it automatically deposited in my Schwab investment account. It's also a lot faster (usually overnight) and cheaper (300y versus 3000-4000yen for an international wire transfer). The only downside is that I have to visit a Citibank branch to put in the form.
I believe you can open a Schwab account while living outside the US - check their website and maybe give them a call or email. I find it's a pretty easy way to go. You can do pretty much everything via the website, and they have low-expense funds that pretty much mimic Vanguard funds and are very acceptable substitutes.
I don't think they handle yen accounts, though, so you would probably be converting to dollars when depositing with them. So you would have a certain amount of currency exchange rate risk, I suppose, but it doesn't really bother me. I figure I am essentially dollar-cost-averaging by making regular deposits, so it probably won't be a big deal in the long run.