Virtually all have international menus, however the manual and software will often be Japanese-only; other versions can usually be downloaded from national websites. The equipment bundles can also differ (make sure you get a charger and battery). Getting warranty service overseas could also be an issue.

Be aware that some makers sometimes use different but identically named firmwares on their Japanese-market cameras (Casio is one), meaning you'll have to find (and understand) the Japanese firmware upgrade if you ever need one.

The main reason to shop in Japan would either be to find a model not sold elsewhere (e.g. some nice Ricoh Caplio models), for the wealth of brand-name accessories (the variety of pouches for the more fashion-oriented models is astonishing), than for the prices, which are no better than US online prices.

If you want discounted prices, roam the back streets of Akihabara for a few hours, I did find a just-released Casio for 20% less than at other stores last year; however, most such offers are for models about to be phased out.