I did a search of the forums and it seems that no-one has mentioned this yet. Especially as someone who listens to lots of Japanese music, I find it particularly frustrating that your music player doesn't seems to support sort tags (Sort Artist, Sort Album, etc.) Basically you'll have the actually artist/album/song etc. written in kanji, etc., and then in the respective sort tag you enter the pronunciation for that field, allowing the field to be properly "alphabetized" by the system. I will sometimes use this for English language albums as well just to manipulate sorting for whatever reason. (I can't remember what specifically off the top of my head.)
Regardless, I really hope you'll implement sort tags soon.