Space with Hiragana Input – Keybindings and Input Source Guide

Could you not create entries for keystrokes to generate these characters in the User Dictionary? I think the Kotoeri Help tells how to do that in general.

Also you can make a wave dash by typing nami dasshu or part of it in Kotoeri and hitting space once or twice 〜

One option would be to download changeInput and assign shortcuts to shell commands like changeInput U.S..

You could also use KeyRemap4MacBook:

<?xml version="1.0"?>
<root>
  <vkchangeinputsourcedef>
    <name>KeyCode::VK_CHANGE_INPUTSOURCE_HIRAGANA</name>
    <inputsourceid_equal>com.apple.inputmethod.Kotoeri.Japanese</inputsourceid_equal>
  </vkchangeinputsourcedef>
  <vkchangeinputsourcedef>
    <name>KeyCode::VK_CHANGE_INPUTSOURCE_KATAKANA</name>
    <inputsourceid_equal>com.apple.inputmethod.Kotoeri.Japanese.Katakana</inputsourceid_equal>
  </vkchangeinputsourcedef>
  <item>
    <name>change_inputsources</name>
    <identifier>change_inputsources</identifier>
    <autogen>__KeyToKey__ KeyCode::E, VK_CONTROL | VK_OPTION | VK_COMMAND | ModifierFlag::NONE, KeyCode::VK_CHANGE_INPUTSOURCE_ENGLISH</autogen>
    <autogen>__KeyToKey__ KeyCode::H, VK_CONTROL | VK_OPTION | VK_COMMAND | ModifierFlag::NONE, KeyCode::VK_CHANGE_INPUTSOURCE_HIRAGANA</autogen>
    <autogen>__KeyToKey__ KeyCode::K, VK_CONTROL | VK_OPTION | VK_COMMAND | ModifierFlag::NONE, KeyCode::VK_CHANGE_INPUTSOURCE_KATAKANA</autogen>
  </item>
</root>

See the private.xml documentation.

VK_CHANGE_INPUTSOURCE_ENGLISH is defined in vkchangeinputsourcedef.xml. You can see the IDs of input sources from EventViewer.app. Without | ModifierFlag::NONE for example the first setting would also apply to control-option-shift-command-E. See the source for the key code values and predefined settings.