Graham,
I'm certainly no expert, but...
I believe you would do well to do an internet search for vessels listed on the market in the Caribbean. Then come on over and start your search in the boatyards of Puerto Rico and then move on to St Thomas, the BVI, St Martin and Antigua. You will certainly find the boat of your dreams here at an affordable price and avoid the wear & tear of an Atlantic crossing. Interisland flights are fairly cheap.
I'm not sure about the others, but there is no sales tax or duty paid on boats purchased (or sold) in the USVI... furthermore (assuming that New Zealand has the same deal as Australia with the USA) if you purchase an American built yacht, the current Free Trade Agreement between them allows one to import the vessel without import duties applied. You could save a bundle both coming and going.
Have a look at the classifieds in All At Sea and the Caribbean Compass for local listings.
www.yachtworld.com also has a world-wide data base for vessels listed by brokers which is a good tool to compare vessels.
Happy Hunting,
Kirk