It depends on what route and strategies you are doing

US is currently the fastest version for the optimal route, but many argue that JP is easier to run mostly because Palace Skip is harder/more tedious on US (I personally don't think it's as garbage as everyone says, but still annoying). Both versions have their ups and downs, though.

If you don't already own the game (specifically a US copy) or plan to also run categories other than Any%, I'd say go with JP probably (it's cheaper anyway pretty sure). There are things about the JP route that I find incredibly frustrating (Zess T. Jump Storage, lower item drop chance, etc.) that make me personally prefer running Any% on US, but this kind of stuff is likely only a huge issue at top level.