I've been lurking here for a long time, and I thought I'd share a program which I don't think is really well-known, but works great: NTLEA, NT Locale Emulator Advance. I have no affiliation with this program, but I definitely think it's something which the average player here might benefit from.
I don't play Japanese games enough to actually make it worthwhile to keep my computer in a different (Jap) region setting, especially with the hassle it causes to some of my other programs. But I do like having them work on the occasion I do play them without having to do a full restart to change my settings. When AppLocale doesn't work (quite often now), I'm usually sure that NTLEA will work instead.
I'm not completely sure how it works, but I think it basically emulates the region settings for the selected program, so you don't have to go through the region settings change (you still need the languages installed I believe though). I've gotten it working on nearly every Japanese game I've tried, having trouble maybe on one or two installer programs (that kept jumping around to a different program).
Anyways, you can get it here:
(if I shouldn't advertise this site, just tell me or edit it out for me). Otherwise, just google.
My way of getting it to work:
1) When you get it, unrar it (I assume you know how to do that) to a folder that you want to keep where it is. As in, don't decompress it into some folder named DeltreemeASAP or something that might disappear soon. You need the actual files you decompress.
2) Open NTLEA.exe This sets the settings for the program.
3) If it doesn't already say it, change default locale to Japanese.
4) optional, but convenient for me, select "Add to shortcut menu"
5) Hit OK (closes).
6A) To run the game (or whatever) with NTLEA, if you did step 4, just right-click on the program of interest, and click "Execute by NTLEA"
6B) If you didn't do step 4, you have to open ntleac.exe and select the program manually.
Anyways, that's just my small blurb on a program I think some people here might find useful.