hallava....
As someone thats moved from New Zealand to the UK to further my aviating career I can tell you this.
You are far better off in Europe, MOR is spot on (well except his blind man love of 146's) forget going to NZ or Aus completing your training and then heading back and job hunting. You would be far better served going to the USA and doing your JAA license there if you are concerned about cost.
Going down under is a good option if you wish to hour build as it is comparatively cheap, however the airspace is very different, the attitude is a little less professional (not a pop at NZ or OZ..just my experience) and the instructors tend to be a lot less experienced.
PM me if you want to know anymore etc..
I hope this helps
Cheers H