If you were already working here and set up the business on the side, it could save you money for accomodation in the initial stages. From what you say it could take a while to get something like that out there for the people to see as with any consulting business that is. THe actual startup cost of a business has changed quite a lot since I have been here and under the old legislation, joint-stock companies(Kabushikgaisha) and limited-liability companies(Yugengaisha) were required to have capital funds of at least 10 million yen(approx $100,000)and 3 million yen(approx $30,000), respectively. Under the new law, these companies can start with capital of even just one yen. However companies with net assets of less than three million yen may not pay out dividends from their capital surpluses. But don't think this means that it will be really cheap to set up a business b/c of this, why I say this is because of all the forms and red tape that is needed to go through needs a good grasp on this language plus the waiting periode while these formalities are taken care of. If you can't do the paperwork yourself you will need to contract someone to do it for you and that will cost a few thousand dollars.
You will also need to consider letting a place for conducting business, this could also pose some problems if you are not taliking to the right people. Also, a security payment(bond) sometimes needs to be made in advance and this could also run into the thousands
Also as of june last year limited-liability companies can not been made any more and with that comes the disadvantage that in a joint-stock companie you will need 3 or more dirrectors.
You will aslo need to consider the type of visa you will be comming in on, as this will affect you and your ability to stay and run your business here in Japan.
One last thing, I am not sure if you are aware but the way business is run over here is very unique and you will deffinately need the help of a local who is in the know. However, someone who has good qualifications can be quite expensive in regards to their wage, but could be a necessity they you will need to consider. It has taken me almost 10 years in my business to have a relatively reasonable grasp on how things are done here.
My advise at this point is make sure you have done the appropriate market share studies and consult with someone who is qualified and has an understanding of business over here. Don't think I am trying to scare you off, I only want you to look at every possible angle before you risk your money, b/c you can be rewarded very well over here.