Only just noticed this thread!
In this part of the world
Jaycar are worth a look - they have a retail presence in NZ and Australia (we only have a 'stockist' here though, who doesn't actually stock much!) and web stores for NZ, Australia, UK, US and Canada. They're quite good for passives, ICs etc, and still do kitsets and the like.
Dick Smith are now only any good for 1/2 w metal film resistors - they show a very limited range of other components on their website, but you'll struggle to find much in store. All the kitsets etc were dropped a couple of years ago.
For heatshrink etc I use
Radcliffe Electrical (aka J A Russell).
Finally there's always RS, Farnell, Digi-Key etc who are either in or ship to NZ.