We received a sum of money from family in Italy through the bank. It worked pretty well and was not to expensive. The only problem we had is received about �1000 less due to the variation in exchange rate. I reccomend you send it as NZ currency through the bank as your receiver then knows exactly what they should receive.
You can send a sterling cheque but it will cost the recipient a bomb in fees to negotiate it - not to mention it will take an age. And your own bank may decide it's something they could charge you for as well.
You can buy an $NZ cheque from your bank for a fixed fee of around �20 or send it electronically for not much more.