With any artist who goes by a name (rather than a band name or a one-name-only name or an english name), I romanize their name the official way, but I put it family name first. It's kinda weird now that I think about it but I like having it alphabetized that way, you know?
So it's Hamasaki Ayumi (rather than Ayumi hamasaki, ayumi hamasaki, or Hamazaki Ayumi). Likewise it's Nakashima Mika, Amuro Namie, Aikawa Nanase, Utada Hikaru, Otsuka Ai, Onitsuka Chihiro, etc.
And I capitalize the first letters of each part of the name too cuz they're proper nouns.
So.... wow, I really mix up the English & Japanese naming conventions here.
...I'm suddenly not so confident in my tagging system o_O Crap, I've done it like this for the last 6 years and now I'm rethinking it. >_<!!!