You're not alone. I tend to find myself picking up a number of Japanese versions.
When it came to Galaxy Force I didn't hesitate to get Vector Prime and Starscream. Later down the track there were a few GF auctions going cheaply on E-Bay. Snapped them up too, with postage they actually worked out cheaper than walking into the shop and buying Hasbro versions.
I think it all started for me with Armada/Micron Densu. Hot Shot came with the light up fist. Then I picked up a couple of the X-Dimension sets and the packaging ... I LOVED IT! The mini-con logo molded into the clear plastic packaging!
Energon/Superlink I behaved myself mostly. Had to have the smaller version of SL Galvatron. Because I had him and full sized Energon Megatron I never bothered with Energon Galvatron.
I've decided also that my Classics Seekers will be Henkei Seekers.
And of course somewhere along the lines when I realised how much I was getting into the Japanese stuff i've slowly rounded up nearly all of the Beast Wars II and Beast Wars Neo figures.