I pretty much buy most stuff from the US. Clothes, tech, audio gear, biking gear and even building supplies. Basically, its generally saves about 25%-50% compared to buying in NZ (the trick is to use a consolidating shipping company to save on shipping costs)
The downside, I get hammered on bank transaction fee for an NZ or AU credit card. Paypal isn't a heck of a lot better and some places don't accept it.
Has anyone found a smart solution? A US bank account with card would the best but on the surface, it seems unlikely without actually being in the US.