One of the most frustrating parts of playing Warhammer or any GW game for that matter is the obscene price of purchasing their models if you live in New Zealand or Australia. GW has pegged their prices to early 2000's exchange rates and has not changed this despite the massive changes in exchange rates that has occurred. It used to be simple to get a good deal just by ordering from a UK supplier but the recent embargo has put an end to this. Nevertheless there are still a few ways to get a good bargain.
www.chasorc.com : This is an American website that covers the entire range of GW products at about 20% off US retail and ships internationally. I've used them before and they have great service and some of the best prices out there.
www.bitzbarn.com : This is another American website that stocks most of the plastic range of GW models. Prices are good and I've heard good things about them.
http://www.bartertown.com/trading/viewforum.php?f=12 : This is a large and popular site with people buying and selling a large volume of figures for good prices.
http://warhammer.org.uk/phpBB/viewforum.php?f=6&sid=ae6b37c15aa04362d5e24f39ec4bcb21 : This is the market forum for the warhammer UK site, again plenty of good deals to be found here.
http://www.dakkadakka.com/dakkaforum/forums/show/0/11.page : This is the swap shop for Dakka Dakka and is another great place to find bargains.
Using these above sites I've managed to put together a few armies for well under 50% of NZ retail and even purchase complete well painted armies for about 60% of NZ retail. Most of the trade sites have solid reference systems and if you use Paypal you can always lodge a dispute if something funky goes down.