How do you go about setting up an LLC from abroad (like you in Japan), and was it the sort of thing that could be done on a shoestring budget?
Short version: You can get an American LLC created while living on the far side of the moon for a few hundred bucks, but I'd suggest waiting until you have a compelling reason to create one. I have not yet had a compelling reason. That might change in the upcoming year, but for the last 3.5 years, I've used the US'/Japan's most common business structure: sole proprietorship.
If you still haven't made an LLC, that assumption was clearly wrong, and the barrier I'd had to getting started is illusory. It's time to get to work!
Last question for you-- did you have to register your sole proprietorship with anyone or can you pretty much just make a website and start selling your software?
My instinct would be to get started now. Complicating factors may include: product/Svc liabilities, IP rights/protection, your bookkeeping system, local rules & restrictions.