In Japan and ready to enter the souvenir yarn danger zone? If you find yourself in Tokyo, be sure not to miss Avril Yarn. There's also a branch in Kyoto.
Avril (sold under the name Habu in the U.S.) features top-of-the-line gourmet yarn and fiber. These are the people that make the stainless steel/silk yarn that was all the rage a few years back.
Their yarn is sold by the gram, so you can find some good deals on thinner novelty yarns, or you can max out your credit limits on gorgeous bulky yarns. They custom wind whatever you select, and specialize in winding several thinner yarns together into one strand of multi-textural, multi-colored amazingness.
I was a very good little monkey and only bought three yarns - a brushed mohair/silk for a scarf, a thin novelty yarn with tiny papery bits, and another novelty yarn covered with tiny pompoms.
You'll be seeing projects made from these yarns over the next few months, but for right now, I'm happy just to pet them.