I imported through an agent (JDMauctionwatch) and was very very happy i did. there is so so much paperwork and if anything is missing or incorrect you run the risk of not getting your car at all or have wasted a lot of money... plus, you can rest assured that you are actually getting a car as described, as agents have people in japan that check the cars over for you and give details of any faults etc. there is also the obvious language barrier which should not be underestimated and with an agent is not a problem. Also the time differences which are also hassle.
I had bid on a lemon at first and my agent cancelled my bid right away and warned me about this car, if he hadn't, i would have been a very depressed, unhappy person at the docks!! I then bid on my DREAM car, auction ended as reserve not met, i was highest bidder, but thanks to the agent taking decisions, post auction he had agreed a price just barely above what i had bid and got my dream car! You cannot get that service and security on your own!!