The S2 will work on any NZ network. You just need to ensure it is 'unlocked' from the USA network. Also watch out for sales tax in the USA, import duty and GST from NZ...you may be lucky, but it may not be worth it if your not.
Always be yourself, unless you can be Batman, then always be the Batman
Remember to get the AT&T version as it's quad band - but the CDMA versions, as I understand it, while have a GSM dual mode system they do not have a quad band UTMS module so may restrict your 3G access
There are multiple S2 models, so you'll need to check what one you get. The new t-mobile one for example that supports dual carrier HSPA+ is apparently only 900/1700/2100 (so I've been told) so won't work on XT.