In Japan, consumptions taxes are very low (at least compared to Europe, I am not too familiar with comsuption tax rate in the US). If you don't have a family, you often don't need a car thanks to a great public transportation system (never driven a car in 7 years since I am in Japan), which is a lot of spared money as well. Food is expensive, but restaurants are cheap (you can find a lot of restaurants with good, healthy meals, for a price not higher than Mc Donalds).

As for the - of Japan (compared to western Europe): the health system which is borderline scary in terms of service and quality, and the housing. Unless you can afford the expensive stuff, most housing is really low quality (no acoustic/heat isolation, etc...), without mentioning the obvious size issue.