No. If you want to experience very very thick snow. Yuzawa Town can experience it.
Just hop off at Echigo Yuzawa Station

Hahaha
I suggest you study the map of Japan first between Yuzawa and Nagano. If you don't mind spend 4 hrs of travelling then can go both.

Stay at Nagano if you want to see Snow monkey. Make sure you wear water resistant boot not sneaker.

Yuzawa had nothing to see or great to eat except ski. If you want to see very very thick snow wall, Yuzawa are one of spot you must see. Just step out from station west exit, instant thick snow wall and heavy snow falling.

From Tokyo to Yuzawa, don't take Shinkansen if you want witness the might incredible snow scenic view.

Nagano got more sightseeing. Snow monkey, kamikochi trail walk (Japan swiss Alps) and Tateyama Alpine Route (March to November)

depends if there are many flights arriving around the same time as you but no harm to use visit japan web

i was in osaka last week and the immi/custom clearance was straightforward and easy with the qr code.

also good to see many places accept e-wallet for payment so TNG is quite handy when i am low in cash

you will get qr code after completed the visit japan web so immi/custom can scan that code instead of traditional way of filling up the white arrival card

which day did u visit the Zao snow monsters? Looks like they have melted.

when i visited two weeks ago, it was like this

One silly question here.

I have some spare EUR and USD in cash, is it better for me to exchange to yen in Tokyo? If so where would be best place to do so?

I assumed I would get massive hit if I were to change to EUR > MYR > JPY 

Also, is our RM competitive if we exchange in Japan or we just better off just changed in it Malaysia before travelling there.
For me I usually prefer to book direct with the airline (and hotel), as you make life easier if you would like to do changes at later time or if there any flight schedule changes (generally international flight tend to more stabil then domestic flight)

If you book via trip for example, any change you would like to do the airline would taichi and ask you to contact with the agent who sold you the ticket (in this case Trip).

No doubt usually Trip or OTA tend to have special rates

It depends on each airlines if they can check tru the bags or not.
Usually if both flight were operated by Thai than no issue checking from KUL through until final destination.
See image below and notice the "Operated by Thai Airways international"


If it is mentioned operated by another airlines (eg Operated by Malaysia Airlines) then most likely you need re-check in again at airport in BKK.
I am not sure if they are doing check through or not cos you also need your boarding pass to be printed in KUL before flying off for this to happen (cos some airport requires you to show boarding pass of your next flight before they allows you go to tru transfer security)

Cos from my previous experience having an ticket which have different airlines onward to my destination:
I would need to get into that country (thailand as well) then check in at their counter for the next flight onto my final destination.
I prefer to use IC card because it can be use by other non tokyo metro line (eg JR or other operators line), previously had similar metro pass but I accidentally connected to non tokyo metro train (the train was inititally on tokyo metro line but continued on as local line elsewhere) and I was stuck at the station requiring station staff to help me out.

In long run IC is more expensive but at least it provide me some flexibility to go about.

From KL to Bangkok are Thai Airways & Bangkok to Tokyo still Thai Airways then no need check in again. 
If from Bangkok to Tokyo are different airlines then need re-check in.

Have you tried searching direct with full fledged airline ie ANA? I recently booked with ANA KL-Osaka-Tokyo-KL for $2866 all in. Did compared with MAS which were about 27% higher

should be fine, what's important is NAME & DOB

i don't think they can stop you? you only need to buy ticket for the ski lift.. the mountain is public property from what i know

I took batik air early this month, and the service was pretty good. Plenty of legroom too, but need to prepared something to get past the boredom onboard lol.

What provider you with? I’m using digi roaming, everyday 3gb internet and will refreshed daily. I believe celcom and maxis have the same roaming plan also.