Where to find it
In the shop
Seasonings, near the yakiniku sauces and kimchi base, or the Korean food corner.
Which shops
コチュジャン is in almost every supermarket. 韓国唐辛子 is at Gyomu Super, KALDI and Korean shops (Shin-Okubo in Tokyo, Tsuruhashi in Osaka).
Watch out
Japanese 一味唐辛子 is much hotter and finer than gochugaru. Use about a third as much.
Let the app do the swaps for you
Lazy Recipe sees that you're in Japan and turns any dish into 3 steps with what Japanese supermarkets sell. Your shopping list shows each item's Japanese label and aisle.