Most recently that I can recall, King Cannons, live in Christchurch. Ex NZ band moved to Aussie. Pics here.
Also, Dresden Dolls live in Christchurch (with support from Hera) as well as their free Ninja Gig at Hagley Park which drew quite a crowd. A couple of weeks after that I saw a guy who goes by the name of Voltaire. Little-known so the turnout was poor but I didn't care, I'm a huuuuuuge fan. (Similar sort of dark cabaret stuff that Dresden Dolls do.)
"Big" gigs I've seen lately that have stood out would be Metallica in 2010 and Iron Maiden in 2009. Both times my old band supported them. Yeah, I quit before I got the chance to meet and support either bands. Fail.
In 2004 I had the pleasure of seeing David Bowie and A Perfect Circle in different cities in one weekend.
Bjork in 1996 is still one of my favourites. As is Metallica in Wellington in 1998.
Have seen Tool four times too.