Sadly, ebay is often the best option for buying gear and shipping international due to the fact that the seller might shop around for cheaper shipping. It is often due to the fact the good stores want to take no risks whatsoever with shipping and therefore offer the most expensive and best options only. It's hard to argue with that logic.
I do most of my research via Bass NW or Bass Central for general stuff and the Bass Palace and Bass Emporium (among many) for higher end or used stuff. Music 123 is a bit like Musicians Friend but it will ship international - they sometimes have some very good deals but I can't recommend them as I've never used them.
Lets face it, if you are based in NZ or Australia, buy anything above $300US in value, add on expensive shipping, pay taxes, wait a few weeks, get beaten over the head by the exchange rate and you still pay about half of what local music stores will charge you. The markup on gear in Brisbane is so high that I had a guy offer to reduce the price on a 62RI Fender by $500 within three minutes of conversation. Gee - I must have just been a lucky guy.
