you can get back the goods and service tax, however the guitar must be above a certain value and its quite a bureaucratic process to get back some $$, keep the receipts and ask the storekeeper about tax claims, he might just know the way.
I have tried to bring guitars back from Japan, and it can either be a breeze or a downright screwed up experience. It really depends if the flight is full, the check-in person is nice enough to let you handcarry your guitar, etc... let me summarise.
If your guitar comes with a hardcase, the big rectangular ones, chances are they will be relunctant to let you hand carry into the plane. Play safe, call up the airline a day or two before your departure, tell them the dimensions, see if they allow you to handcarry or make extra arrangements.
If you do this last minute, in a full flight, they'll force you to check in the guitar case and you'll be praying throughout the flight, hoping your case is sturdy enough. In addition to that, if they do force you to check it in, they'll make you sign a disclaimer on the item, so that any damage incurred while handling the case, is not their responsibility. (it has happened to me before). I can't say if it'll happen to you, but it happens.
If your guitar's in a gig bag, its more likely they'll let you through, get them to stow it in the coat closet, find a pretty air stewardess, she'll be more likely to do it for you (proven so many times again).
if not, just Fedex/DHL/TNT it back, if you're really concerned about handling (should they force you to check it in). i advice this option especially for acoustics stored in hardcases. The check-in luggages are exposed to extreme temperatures in-flight. and this will subject acoustics to very cold temperatures. For solid body electrics, haha my fender survived, with a scuff on its tweed hardcase.