I agree with mmaddog. When flying cattle class, the lounge access is key. I have addresses both in the USA and Japan, and I find the Elite services are much better in the USA (e.g., the elite phone line and domestic upgrades). Many Asian cities have no dedicated Elite line--so I just call the US Elite line--it's like 15 cents a minute to call, and they are SO good.

As for the mileage promos, they can be good, and I'm often stuck with "sorry, you are not eligible to register for this promotion"......
I guess if you are always flying J anyway (and don't fly domestic flights in the US), then maybe I'd keep the US address. There are a FEW fare sales and promos (not usually miles, but sometimes cheaper fares and/or gifts like the free phones, etc) you might find in Asia, but it's rare.