What sort of stuff are you looking to buy? If it's computer equipment I buy quite regularly from Computer Lounge and Ascent as I haven't found any decent retailers in Chch, both have been excellent and are very quick to ship.
Take a look at Ascent, they have quite a range of stuff, Computer Lounge is mainly just computer equipment. I can't think of any other gadget stores, if you ordered from somewhere like ThinkGeek it's probably make it to NZ in time for Christmas (I'm assuming it's for Christmas)
Edit: There's also the Dick Smith online store, www.dicksmith.co.nz