I assume you've done it before, of course.
For 13 years now, but not from Japan. I'm not even much of a weeb, I'm just in love with Her Sidereal Highness and her humongous fur hat.
Customs and restrictions
The US customs won't bitch if the package costs less than $800, it'll simply arrive at your door. (I had packages addressed to myself shipped to a US mail forwarder address from elsewhere. I've never left Russia and never dealt with any US official.)
The EU and the UK (I heard) have stupidly low nontaxable thresholds and a minimum customs duty, so buying in bulk and/or consolidating, as well as lying on the form, helps, but you will have to pay
something.
Some jurisdictions charge no customs duties if the items are marked as gifts. Mine doesn't care either way, and the threshold for gifts in the US is actually lower ($100 for gifts vs $800 for purchases) so don't do that. Commercial forwarders won't mark items as gifts, but some ebayers will.
For a geek, the things to watch out for are toy weapons and "obscene material" - either may be banned by the shipping methods,
by the destination country, or by the proxy service on their own initiative. Japan prohibits
export of "obscene material".
No alcohol, no perfume, allegedly because of postal regulations. However, Buyee and White Rabbit Express also have purely forwarding services (Tenso and Blackship), and these services
will ship alcohol (with caveats). It's a legal mystery.
None of the Japanese forwarders I looked at will remove domestic packaging at consolidation
or invoices, if any.
(My US forwarder does both by default.)
Shipping costs
Light and flat/small items can be sent in small airmail packages ($8-$15).
Air parcels take from 1 to 3 weeks, the cost can vary wildly by country, method, forwarder, and package dimensions. Some are cheaper on a per-kilo basis the heavier the package, others aren't. The forwarder will have them listed and typically provide a calculator. A rough estimate is about $120 per 10 kilos. 10 volumes of manga is about two kilos.
Seamail parcels take 60-90 days and are half as expensive as air.
You'll also have to pay for domestic shipping (within Japan, from the seller to the proxy). Yahoo Auctions don't specify shipping costs upfront in the bidding interface (unless it's free), sellers do it on their own in the item descriptions, if at all. The auction fee the seller pays is a percentage of the item price, so they're incentivized to deflate the item cost and overcharge for shipping. Most people are honest, but pay attention.
Stores (including stores which sell on Auctions) charge a 10% consumption tax, private sellers don't. If they do, the total will be shown.
Forwarders
Buyee: allegedly unreliable, staffed by chinks, will not lie on the form at all, scammy but overall reasonable fixed fees, has seamail if you don't consolidate. Charges the card after you win the auction. 30 days free storage.
Zenmarket: honest and reasonable fixed fees, will lie on the form about the price, no seamail. Payment is in pre-deposited monopoly money only, but repeat customers can bid and buy on credit. 45 days free storage.
White Rabbit Express: absurd fees (10% + fixed fees), will send people to buy from physical stores around Tokyo (for another $100+, but not now because Corona-chan), is proud to lie about almost everything, has seamail (but no one cares). Max bid is charged when the bid is placed, then refunded partially or in full if it sold for less or got away. 30 days free storage.
Risk
All proxies everywhere, unless they offer supervised electronics purchases and you paid for that, will hate you for returning items to sellers, and will fight you to their dying breath if you try to file a chargeback against
them. Most people are honest and habitually paying for anti-scammer insurance isn't worth it. I've never been scammed.
My most expensive purchase cost $700, which I sent to the seller by paypal no strings attached.
Mercari's native interface can show sold items and for how much they sold, which might be useful to get a rough estimate of a collectible's price.
Not that I'm about to buy anything via overseas auction anytime soon but, just out of curiosity and possibly for future reference, if I transliterate my name into kana, would my online Visa debit card still work or does Visa insist that I spell my name in Roman letters no matter where in the world I'm buying from?
It didn't work for me. I don't know what exactly failed - maybe the name, maybe the address check,
maybe something else entirely. I tried two online virtual cards and even changed the name on one into kana, nope. We don't have prepaid debit gift cards or I'd have tried that, too.
For what it's worth, I didn't even get downrated by the two sellers I'd bamboozled. I apologized (in English), they relisted the items, and I rebought them through a forwarder. You can try and if you do get downrated and banned, it's not like anything of value will be lost (except the auction item, which will go to the second highest bidder, so try it on a buy it now. But if it worked, proxy buying services for auctions and amazon.co.jp wouldn't be so prominent.)
To clarify, not all Japanese stores are this picky.
The main Hobonichi store accepts baka gaijin cards just fine.