EMS is the Japanese postal service express parcel delivery. It is the premium service for sending parcels ex Japan.
UPS and DHL are just international courier companies. They are both US companies originally im sure.
You also, for small items, have the option of SAL which is the economy air mail from the Japanese postal service. It takes 3-5 times as long but is usually half the price. They only send items up to 3kg or less though.
EMS is great, and even though it's expensive it's probably the cheapest/best method of sending stuff ex-Japan.