Reasons that a teacher agency could be good for some teachers
Teacher agencies are just like people. Some are fun to be with and some you just wanna kick to the curb. Shop around, ask around. Check to see if the agency you are thinking of working with actually possesses a valid license from The Ministry of Education, many do not. Remember to keep an open mind and not to be too quick to judge though.
Why do teacher agencies have such a negative image?
Most agencies just drop foreign teachers off at a school and leave them to fend for themselves. They give teachers no curriculum, lesson plans, grading rubrics, textbooks, workbooks, realia or anything else to help them. The foreign teacher is left to deal with all of the linguistic and cultural misunderstandings that will inevitably arise, on their own.
The costs of setting yourself up as a teacher
I assume anyone interested in Japan would be so for the money. Unless you are a real Japanophile, the country lacks the beauty, fun and adventure of Thailand so there would be little reason to uproot from Thailand to Japan if it were not monetary.