One piece of advice is due diligence. Last time I was there, I was flirting with the idea of buying a "Japan only" model of a Sony camera. Before I bought, I spent 30 min-1hr at an internet cafe, checking reviews and prices for similar cameras in the US. Turned out, it wasn't that different from the international models, and US prices (if you know where and how to shop) were significantly cheaper. I'd say only buy something that you really can't get in your home country.

One thing I like buying in Asia are Sony's retractable headphones. They are awesome for the gym/just walking around, and aren't available anywherein the the US.