Where can you buy these from Wellington: Nowhere as far as I'm aware. There are a few people in NZ that sell prebuilt kits but in general they're all old hardware that is overpriced for what it is. Buying online overseas is the cheapest way to get a new MS kit and they come either prebuilt or as a self build kit.
Build it yourself vs buy premade: Depends on your abilities. The self build kits come as a box of components that you have to solder together yourself and you need to have basic knowledge of electronics and a good idea of what signals the engine needs to function. Timewise, it can take anywhere from an hour to days depending on your knowledge/ability. There are lots of detailed instructions on the net so you really can't get it wrong if you follow them. If you're not confident with the assembly, either find someone that is or buy the prebuilt package.
How hard is it to tune: No different to any other standalone EMS. If you can't tune a Link, you can't tune a Megasquirt either.
What tools do you need: To build it, you need a soldering iron, solder sucker, wiring/crimping tools, multimeter, screwdrivers etc. To tune it you need a good way of monitoring afr (Lc1, lm2, zeitronix etc) - don't even bother attempting to tune it without one. You also need a good knock detection setup preferably with headphones that you can listen to the engine through. Basic handtools are handy too, you'll be doing things like changing plugs, adjusting idle speeds, fitting sensors etc.
Who to tune it: This is probably the biggest question. Truth is, any competent tuner can tune a Megasquirt. It works in the same way as any other ECU. At first it can take a few minutes to familiarize oneself with the software but once you're familiar with everything it's just a series of tables with numbers in them - the software is designed for people that aren't professional tuners so it's very simple and everything is explained in lay-man's terms. The software also has features to compare tunes and autotune functions etc. Having said that though, I'd personally pick someone that knows their way around MS over someone that doesn't. Reputation counts for a lot but I think you need to sit down with a bunch of tuners and discuss their knowledge and experience with modern MS systems before you pick one. I was surprised by how many top tuners I spoke to that haven't even heard of it.
Hope that answers the original question