I hope I can help
Go PB first. Ask for discounts. Just ask. Usually they can give u something nice on at least half of the items if you ask nicely and if you are getting most of your hardware there.
Pricespy doesn't take into account of discounts and usually the top prices are online stores and generally not worth all the trouble to save 5 bucks when you can just pick up the part here and now.
Also computerlounge may be worth going to for the big parts like graphics and motherboard since they have good warranty and have the more 'popular' stuff.
For water cooling, these sites will ship to NZ:
(there are more but generally these ones will cover everything)
From personal experience:
FrozenCPU>Performance Pc's>Sidewinders>Jab tech
Jab tech>Sidewinders>Performance Pc's>Frozen
In general, I find that you can pick up just about everything from ppc's and shipping rate is decent. You can find slightly cheaper for some items from jab tech and sidewinder, and can be cheaper to ship just those.
Frozencpu is pretty complete, but has slightly higher cost in general.
Also take notice of NZ import tax, orders over 400-450ish NZD will need to pay import tax and customs hold the package until you do. I had to pay $80+handling fees when my res got here
one rule of thumb I found is not to go over 390$ USD incl shipping on orders from ppcs and I never get caught out this way. Just my 2cents. It may be cheaper sometimes to pay the tax if you are doing group order costing lots of $$$.
Hope this fellow NZ water cooler has helped you