I always travel very lightly in Japan-a small wheeled suitcase and for my camera and laptop a camera type backpack/daybag. I also tend to pick hotels based on accessibility from rail/subway. As such, I tend not to use the delivery services.

I have seen plenty of Japanese travelling with luggage on trains-it's not as if foreigners are the only one who do that.....but not super large suitcases (and mass quantities of them). Travelling light is an art--add to that the fact that many of us who visit Japan are on the go every few days to new destinations and hotels.