My goal is to try and see all the penguin species in the wild. So far I have two (African and little). How many could I reasonably hope to pick up in New Zealand?
three - Little Blue is very easy, Yellow-eyed is easy, and Fiordland Crested is straight-forward at the right time of year. Any others are vagrants.
The Little Blues have recently been split into two species. I don't follow this myself, but it may be valid. But if you follow the split, then the one you've seen would be the Australian Little Blue which is the only penguin species on the Australian mainland. In New Zealand there are both Australian Little Blues and New Zealand Little Blues, and also White-flippered Penguins which almost certainly aren't a valid species but are very distinctive and have been split from time to time (it goes back and forth).
To get your other penguin species, you'd need to make at least one trip to southern South America for Humboldt's and Magellanic (and throw the Falkland Islands in there for Southern Rockhopper); the Galapagos Islands for the Galapagos Penguin; and then almost all of the remaining species you could mop up on one subantarctic/Antarctic wildlife cruise from New Zealand (you just need to possess a fat wallet).
Check the prices for Heritage Expeditions - if you could afford to combine one of their cruises with your trip to New Zealand you could get a good haul of penguins.
The two outliers are the Northern Rockhopper, which breeds in the Atlantic so would most likely require a dedicated trip for that one species; and Emperor Penguin - which might seem easy on an Antarctic cruise but apparently they tend to not be in the same places as the cruises.
I've only seen four penguin species in the wild, although that's probably more than most people here, and one of them is Emperor Penguin which I was fortunate enough to see as a vagrant in New Zealand. The other three are the Fiordland Crested, the Yellow-eyed, and the Little Blue (of all three forms - Australian, NZ, and White-flippered).