Fascinating blog post by the Google Maps team;

http://google-latlong.blogspot.com/2008/10/transliteration-for-japan.html

"This week we will be releasing English labels of city names, prefectures, districts and transit station names in Japan. We have used a combination of transliteration (local pronunciation into English alphabet) and translation so that "Shibuya Eki" would read as "Shibuya Station", for example. We thought it would be more helpful to transliterate the name but let users know the difference between a city or a station. We've even used macrons so "Tokyo" reads as "Tōkyō" to help with pronunciation."

I totally agree with their approach – It's more helpful for English speakers to see "Shibuya Station" than "Shibuya Eki". And macrons …. who doesn't love macrons?

[Let me issue a bad pun warning for that last hyperlink]