If you have Sprint, your phone roams onto SoftBank (Sprint's Japanese parent company) for free and at full speed, with the same data limit as your regular plan (including unlimited). Some carriers give free "slow" roaming that's effectively useless (i.e. T-Mobile) and you have to buy-up to get functional speeds.

All pocket Wi-Fi devices are inherently clumsy, and you will have another piece of junk to lug around (and charge). You can also get something with a hotspot feature which let's your phone act as the pocket Wi-Fi device.

In all honestly, check your carrier's roaming rates. They really have come down significantly on all carriers in recent years, it no longer costs and arm and a leg, and is often much easier, more practical, and a more elegant solution.

If you must have pocket Wi-Fi, Japan has 3 big cell phone networks, NTT DoCoMo, AU KDDI, and SoftBank (in order of coverage), expect them to be priced accordingly. WiMAX hotspots or MVNOs can be had for less.