Kia ora fellow kiwi.
I can highly recommend BNA Model World as I'm a regular on their eBay.au store listed under "A Modeler Club", also another aussie model supplier I've bought from is HTDirect who has a store listing on Trademe. I'm not much into miniature figurines myself but more the 1/6 scale sci-fi figures and statues.
As for local model shops, there are a few that stand out to me on the "most impressive" scale, here's a list of some that I've purchased from for different subjects:
Hobby City Plastic models, diecast models, miniatures, RC models, modeling tools, figures, paints etc. Good customer service, good pricing, fast postage.
Acorn Models Plastic models, diecast models, RC models, modeling tools, figures, paints etc... Good customer service, pricing is hit and miss though as they deal with imported and branded products, fast postage. I find they're more useful for modeling materials and spare RC parts.
Hobby Station Their main focus is RC (Radio Control) kits and supplies, they offer only a few plastic model kits in a small group of genres. Good customer service though.
Franklin Hobbies They offer a lot of different genres and brands, check with stock before ordering as they pre-order items and only stock a few physical kits onsite. Good customer service and fast shipping.
Frankton Models Various model kits including military kits, best to check availability as they seem to run out of kits really fast. Good customer service and my local here in the Waikato.
Bay Hobbies Good selection of model vehicles including slot cars, not many miniature military figures though, more focused on Warhammer, model train dioramas and landscaping supplies (including little civilian people figures). Good customer service.
Plastic Models Highly recommend this dealer as they offer a lot of military kits including miniature figures in various scale sizes. The site is easy to navigate and each subject is separately categorized. This site will more than likely have what you're after. Good customer service too and fast shipping.
Also try the local Trademe listings as I've come across a few gems and rare model kits there, plus a couple of the sites mentioned above also have listings on there too. However, a little heads up about purchasing from a retailers store on Trademe. Depending on vendor, the prices will be marked up compared to buying direct from their website as Trademe fees are added to the items to cover services on the site.
Unless you can find a private seller on Trademe who will offer you a bargain, be prepared for the added extra cost.
I could go on posting at least another dozen local stores but these one's are my regulars for different reasons, kits, kit parts, paints, thinners, tools and supplies. There are also the local independent small business's and op-shops of which are usually stocked with the rarest of the rare model kits and toys, these are usually goldmines but unfortunately these shops very rarely offer postage and are instore pickup only.
I hope you find what you're looking for.
Good luck.