(Belatedly) Welcome Aldroze, pop421, and anyone else (especially from Tokyo) who wandered in while I wasn't looking.
I live in Tokyo (or rather, just out west of it).
As has been said, a lot of the gaming in Tokyo is in the GW stores, but there are a few other places to play - Yellow Sub in Akihabara is a popular venue (for other games & RPGs & things too) at times.
There are a couple of clubs, but they generally lack a decent web presence.
One "major" group is the "Greater Kanto Area Wargamers", but they don't have a site. I'm pretty sure that this:
http://games.groups.yahoo.com/group/wargamers-japan/ is their yahoo group though.
There's a group that meets somewhere near Nerima every month; I can't find their details, but if you're in that area PM me and I'll search harder.
http://westtokyowargamers.blogspot.com/ is a historical gaming club, if you're interested in that; I think quite a few folk in that also play GW stuff.
You could try a web search for JIGG.
And, of course, you can drop me a PM if you want a game at some point.
)