My Catrol Mugen NSX is a great example of how it can be much cheaper to buy from Japan. I bought mine when HLJ had it on sale for 1400 yen. (~$14) After shipping, it came out to about $19. The very same kit was at one store for $20, and another for $28.
But usually I buy the kits from Japan that no one carries. Either older Tamiyas or Fujimis that get overlooked.