Superior threads are great and their web site is full of information on using the right needle with the correct thread. They also sell fabric!

I bought 100% polyester the reels I bought had 274 yards on them .

This company ships to the USA from Canada - www.tristan.bc.ca they have a great price on Aufil thread you might try and email them and ask about NZ.

I'm a Glide user for my quilting. I use either Connecting Threads or Omni to piece with.
I am pretty sure that FilTech ships internationally. I love, love, love Glide. I won't machine quilt with anything else!
http://www.bobbincentral.com/

See www.equilter.com/category/295/thread-collections they have international shipping.
From France worldwide shipping www.mapetitemercerie.com/en/119-sewing-thread

I use Connecting Threads Essentials for sewing, and for FMQ I use Metro machine embroidery thread. For either of these companies, you can't beat their prices and customer service, but I don't know if they ship international.

I love Red Rock Threads