They are cheaper on the fee but give a rather pants exchange rate IMO. If you were to send home £1000 it's NZ$56 difference compared to moneycorp.com (which i use). Moneycorp charge a flat rate of £15 and I think they waive it for large amounts.
I did shop around for a bit a year or two ago when my bank told me to sop sending cheques internationally and moneycorp came up trumps for fee & rate.
I suppose if you're sending amounts of the £200 mark home the TNT one might not be so bad.