I've never even considered using a stepdown here in the US to run JP stuff.
The chances of your stepdown malfunctioning and damaging your system/PSU are far greater than the chances of the system being damaged when plugged right into the wall without a stepdown.
It's like people that are afraid to fly in airplanes because they're afraid the plane will crash and they'll die. Fact is, the chances of dying in a car crash are exponentially higher than the chance you'd be involved in a plane crash.
The only thing you'd have to worry about being plugged straight into the wall is power surges, which would affect all your electronics, JP or not. Get a high quality surge protector and turn it off when you aren't playing and you'll be better off than you'd be with any stepdown converter.
(European members disregard everything written above.)