Well good on you boys for kicking off the old UK-vs-USA debate within two posts ... BOOOORRRRIIING ... but none of it is really gonna help old nadz is it?
NZ is a great place to fly and a great place to train but just like the rest of the world, kiwi licence holders get royally screwed by the JAA when they go to convert them.
If your long term intention is to return to a European country then by all means come down here, and do a PPL and a bit of cheap and cheerful hour building, but don't bother actually doing the CPL flight test or the IR, because they won't be recognized up north.
If you do head back home with a shiny NZ CPL / IR and try to get a Euro one, you can expect to do the ATPL theory exams, CPL flight test, and the full course of dual training for the IR, plus MCC and all the Euro-specific gubbins before you'll be at all useful to a Euro employer. Full cost of conversion at present around 20,000 quid - or in other words about what it would have cost you if you would have stayed at home and trained in the first place. They've got it all sorted out to a nicety
Best of luck anyway.