Yeah Wellington is great.
I moved from Ottawa, Canada to Wellington almost 3 years ago and I love it.
Wellington has a tri club the website is www.wgtntriathlon.org.nz They have races almost year round and links to the various cycling clubs and some other multisport stuff. Wellington is very hilly and windy, Auckland is too but not as windy. Wellington has several good pools, my favorite being the olympic size pool in Kilbirnie that has lane swimming going all the time. For jobs you could check www.jobstuff.co.nz they might have some jobs on there.
Something to consider is that house prices in Auckland and Wellington are both very, very high at the moment.