The best place to see Japanese bands, are NY, LA, and Austin Texas. Bands go their all the time!
But currently The Pillows and Bonnie Pink are touring the US. Also their is this cool show called, Japan Girls Nite US Tour 2005, and its cool girl bands from japan. They are touring the whole US, plus the tickets are less then 10 dollars.
Anime conventions have lots of J-bands, Like PLC went to 3 con this year....SO cool!!!