Generally speaking, you should go to the immigration office that covers the area where you live.

To find the appropriate immigration office for you, check the Immigration Bureau's website at http://www.immi-moj.go.jp/english/soshiki/index.html.

Note that the Tokyo Regional Immigration Bureau has jurisdiction over Tokyo, Kanagawa (Kanagawa falls under the jurisdiction of Yokohama District Immigration Office), Saitama, Chiba, Ibaraki, Tochigi, Gunma, Yamanashi, Nagano and Niigata, so you can go to the Tokyo Regional Immigration Bureau rather than the local office if you prefer.