With regards to the training in NZ you will find that this might actually help you become a better alround pilot as the flying conditions in the areas of NZ where training is usually done is more severe than what the schools in Australia have.
For example companies such as Heliflight and Wanaka Helicopters have mountains right at their back door step so you get the valuable mountain flying and density altitude training that is a great asset. In OZ most of the schools are based on the coast and therefore training is much different.
Besides the USD is worth 2.5 NZD so the exchange rate is good for you.
Pac Rotors