Don't forget to check out private sales - although often the asking price will be what the sellers think their house is worth, not always based on recent sales in the area. and private buyers alwways think they can negotiate lower as no agency fees are involved. plus private sellers think they do not have the same disclosure compliance levels that agents have. (they do)
Don't know any agents in Wellington, but FYI, try to work with one agent in particular if you can, let them know you will stick with them (as a buyers agent), only go through houses /open homes with them exclusively etc if they will show you the same consideration and alert you to anything that is on the market that might be of interest.
And if you see something on realestate.co.nz or trademe etc, ring or email them and ask them to check it out for you and arrange a viewing through them - they can do the research for you. If you build up an exclusive arrangement, the agent SHOULD (I know as I have done it myself) go all out to find you the right place, and will negotiate the best they can for you as you are their client.
If you go to every agent in town, none will show you loyalty and will just be trying to sell their own listings as there is no payday at the end of all the work otherwise.
Also check on
http://www.reaa.govt.nz/ - under what to expect, plus you can check that there are no complaints lodged about that agent with the REAA.