As mentioned, PS Vita, PSP, and PS3 will work with any region’s software, but others are a tossup.
You’re gonna want to make sure your system can play import games. Some games are far more accommodating than others, of course, but all you need to do is hit up a forum or Google search, and you can get the info you need. There are a great many games that are released in Japan that come loaded with English, be it in the menus, voice work, or subtitle options. What games already play in your language? First and most obvious tip: use your Internet-Fu!