I've not really had a problem with Japanese software, but I mostly stick to old games and the like. You do need to make sure you install cjk fonts, and if your system locale isn't Japanese you need to make sure jp locale is enabled then set it before running with `LANG="ja_JP.UTF8"` (or possibly LC_ALL if that fails) but other than that I've not had any major problems.
What kind of software isn't working?