[Sangetsu]

Self-sponsorship is pretty much limited to people who have lived and worked in Japan for some time. When self-sponsoring yourself for a visa, you have to show proof of income, usually via tax receipts.

For those who are self-employed seeking to live in Japan, you'll have to apply for a business/investor visa. In order to qualify for this visa, you'll have to demonstrate that you have enough money/income to support yourself during your stay.

Your best bet is to come on a WHV, and see what kind of work you can do/find. With luck (and an improved economy) you should be able to find something which will open the door for you to sponsor yourself later on.