My husband and I are planning to travel to Southeast Asia around Christmas time (Dec 25th or 26th), and we are thinking of hitting up Japan, Thailand, Malaysia and possibly Indonesia (not necessarily in that order).
Some people have said it's cheaper to book flights to other Asian countries while you are there, but is that actually true?
What other Asia travel advice do you have?

We booked Air Asia from Bangkok to Siem Reap and it was really cheap! If you're traveling around Japan, definitely get the rail pass - it is easy to use and saves you money. We loved Japan but didn't stay very long because it's pretty expensive.

Things are smaller! Small bathrooms small train seats small beds. Just a word of advice if your husband is 6'6

I usually would agree but the timing of your trip would make me worry for sell outs and getting stuck.

It's definitely cheaper to use the airlines within Asia but you should be able to book well in advance from here as long you're putting your location in Asia. There are some flights between countries for as little as $50 so I'd highly recommend using a carrier there.

It is 100% true that booking flights to other countries in Southeast Asia is WAY cheaper once you are already there.
My Husband and I traveled all over Southeast Asia for 2 months a year ago and did just that. We got flights for 100-200 CAD. We even flew to Australia from Bali for a fraction of the price that we'd have paid if we booked from home.

Just a note - I booked our flights with Air Asia before we left.

How long will you stay in japan and how many locations do you want to visit while there? That is the most important factor into buying the rail pass which must be purchased before arriving. If you aren't going further than tokyo to kyoto you might not see much savings.
Play around with your locations and dates online and you can probably find good deals before leaving. A friend of mine did their flight as round trip from tokyo which saved more money than flying to tokyo and back from another city, believe it or not!

Oh and maybe avoid Malaysia air

air canada has the new dreamliner 787 to Shanghai you will be impressed
Also we did the princess cruise on the sapphire it goes to all of the above

Try AirAsia or Tiger air. You may book it now, as it is usually busier during school holiday in December.

First I'd register on something like Expedia.th.co versus the Canadian version, rates are better and you'll see deals you don't find here. There are airline choices depending on where you are and where you're going. Like NokAir, etc. Some airlines have exclusivity to certain locations as well like flying into Koh Samui only on Bangkok Air. And don't get suckered into bus trips in Bangkok. If taking small regional buses (minivans) make sure to buy an extra seat and get the first row. You'll be grateful.

Recommend booking all Air Asia flights before u leave Canada. Their flights are cheap, luggage n seat selection xtra.