Looking at this piece on stuff, Apple will be adding TV episode and maybe movie downloads to NZ iTunes reasonably soon.
The Apple TV unit looks pretty good, only downside I can see is you can't connect it to TV's without Component or HDMI ports, tv episodes cost around $2US so guessing they will end up around $3-4 NZD. The USA iTunes store has 30 second clips which you can view in NZ, quality looks alright from what I can see.
Only big catch I can see about this taking off in NZ is the broadband data caps.