You don't need to buy teriyaki sauce for your Japanese food; you can make it yourself from soy sauce, sweet rice wine (mirin), and sugar. A typical recipe calls for ½ cup each of the first two ingredients and two tablespoons of sugar. Put it all together in a pan, stir, simmer for a few minutes, then let the mixture cool.
Sake (clear Japanese rice wine) comes in two basic flavors, both of which are often used in Japanese food recipes: mirin and regular sake. If you can't come by mirin, you can always make it by adding sugar to sake at a rate of one part sugar to three parts sake.