As for the Japanese releases, most of them make there way here eventually, but not all have done so and sometimes they are changed.
The US has seen:
- 2 releases of the original Masterpiece Optimus Prime
- Masterpiece Starscream
- Masterpiece Skywarp (same mold)
- Masterpiece Grimlock
- Masterpiece Rodimus
- Masterpiece Thundercracker (new Japanese Starscream mold)
The US will see:
- the new Optimus Prime mold later this year, probably before xmas
The US has not seen:
- Masterpiece Megatron
- Masterpiece Sunstorm (recolor of new Starscream mold)
- any of the other Prime/old Starscream/Rodimus recolors
As for Soundwave, Red Alert, and Sideswipe, probably. It can take a year before they're even announced for the US, much less available. Japan always gets the releases first, but they also tend to cost quite a bit more. Unfortunately, we may not see all three, and I doubt you'll see MP Sunstorm here, unless it's through someone like BBTS.
If you want to collect the line, I would start by figuring out what is meaningful to you. You could collect everything. You could collect only US releases. Or you could pick and choose.
You should know that there are sometimes significant differences between US and Japanese releases. MP Rodimus is the best example -- his original Japanese release had the trailer, but Rodimus was so flawed that they re-released it in Japan. Then, the US got its own version that fixed the original flaws but did not contain the trailer and had lots of little changes due to cost-cutting that ended up introducing new flaws.
What you should do about that depends on what's important to you. If you want the best Transformer regardless of cost, go for the second Japanese release or the black recolor. If you don't mind having a Rodimus statue, don't care about the trailer, or cost is an issue, go for the US release. Or skip it entirely as an idea that was nice in theory but problematic in execution.
You should also know that Takara seems to be going for a new scale. Starting with the new Prime, everything is a bit smaller. The old Prime mold is bigger and heavier, with diecast. The new one is generally thought of as better design, but smaller and lighter. It has a trailer. But if scale is an issue for you, you probably want to start with that mold and the new Starscream and forget about the earlier stuff. Lots of people think it's only a matter of time before they redesign Megatron, and that's a polarizing figure. I like it, but many are scared to transform it.
I'm of the 'collect what you like' school. I have the original MP prime, a clear Starscream (Japanese), US Skywarp, US Grimlock, Japanese Megatron, US Rodimus, and US Thundercracker. I will almost certainly get the new Prime and will probably wait for domestic Soundwave and crew. I go back and forth with them.
Of those, I'm only really disappointed in Rodimus because I think Hasbro cheaped out too much and turned it into a timebomb. But it's not like the Japanese one was perfect -- lots of people bought the first release and spent a hefty wad of cash on something that broke almost immediately.
For pure information, TFW or seibertron are good sites. For retailers, BBTS and TFSource have been around forever and are quite reliable. There are other good retailers, too.
). Apparently there is another $21.99 double pack of Megatron and Sideswipe, but I didn't see that one.
off! Come on, what 
