gzt: The rugby stuff is generally good natured on both sides. But, on the other side of the Tasman they also have the the "Kiwis are stealing our jobs" thing, with everything that kind of thinking implies.
I lived in Australia for 12 years, and never got hassled for that. I was, however, hassled daily about being a "sheep shagger". I always found the logic used to come to that conclusion to be a bit suspect. Australians see New Zealand as a country with 4 million people and 70 million sheep, and think "With that sort of sheep to people ratio, I bet there's a bit of shagging going on". Says a lot more about them than us, if you ask me. :-)