My understanding is that a no-show on the first booked sector invalidates the entire ticket. But, easiest is to just call the AirNZ booking line, mention that you "no longer need the WLG-AKL" sector, and warn them you're going to just turn up at AKL. I'm sure, if they're reasonable people, they'd be happy with this.
In my expereince AirNZ are really easy to deal with in this type of situation. Give them a call and they will amend your ticket. I have thrown away a number of sectors in booked return itineraries due to changing needs.
But do call them. As mentioned no showing for the first sector will probably invalidate the whole ticket.
I have done it a number of times domestically, not internationally though. Once they tried to charge me to re-issue the PNR minus the first leg (cancelling the leg at the lounge was no problem however). I have even had NZ call noticing I missed first leg and wondering if I would be using the return flight, so you should be fine. A phone call wouldn't hurt for your own peace of mind though.
Thanks for the responses. I called Air NZ and they told me that since the AKL-SFO leg is on Continental ticket stock (thanks to the Fly America Act), I need to call Continental. Continental was absolutely useless.
I'll see how it goes, but I will probably pay the $250 change fee just for my peace of mind.