As a Kiwi living in California at the moment, income taxes as a proportion of income are much higher here than in New Zealand. Effective NZ income taxes are way down the low end for the OECD, lower than the US, the UK, Australia, the list goes on. IIRC only Chile is lower, though I may not recall correctly.

GST is a pain, but no capital gains tax is also a big win for many (and many states in the US, including California, have one of those too.)