Have you tried changing the server you sync to for time and/or disable to automatic time update?
Yes I tried every setting on date and time prefs, one after the other and had no luck. The funny thing is during daylight savings last year I had no problems - it's just happening now I have Snow Leopard and possibly a newer version of iCal.
In iCal there is a menu at the top right of the main window where you can choose your time zone. It allows you to click on a world map and find your local time; it manages to click onto New Zealand but the only option is NZST and not NZDT.
The same interface in the system prefs manages to find both NZST & NZDT.
I have found a work around - to adjust the GMT+ settings on my phone, sync, then adjust them back again - it works but is a bit of a pain.
I sync using iSync and Bluetooth for my phone. I do have mobileme but the sync to that online calendar is working fine.