okinawa is the very southern part of Japan. the japanese dont really consider them japanese as okinawan culture differs. there's a big chinese and asian population down there also. i heard it is very nice and warm in okinawa. pretty much like hawaii.
there are red light districts in kyoto, osaka and tokyo....but the "good" places do not cater to "gaijins" (foreigners). you'll still find some places to hit up.
hong kong is a good place to visit if you havent been to. it should be about a 5 hour flight from japan.