Nothing to do with NZ

This post is for all you Kiwi's thinking to travel to China, Hong Kong , Macau or Singapore with your Vodafone Mobile .

China 

• Your phone will work all over China unless you are on prepay in which case you are in a lot of trouble unless you can speak Chinese and get a local SIM . On contract gets different providers and different speeds depending where you are , I never saw 4G showing ever and actually data coverage isn't very good. Having said that they have made the effort to keep cell phones working along most of the high speed rail networks.

• Get one of the Zone 2 data packs from Vodafone and modify your cellular settings to limit data usage to just what you need. Normal here in NZ I can chew through 1.5Gb on my mobile in a month but I managed to get 200Mb ( $50 30 days to use ) to last a month by being careful to use free wifi where ever possible 

• Don't expect to use anything Google on the mainland (except Maps) , the inbuilt mail client on my iPhone (and iPad) worked but I believe that gap has just been plugged i.e. mail apps don't work - neither did You tube, Wikipedia , Google search and a whole raft of evil western apps. This was irritating  because I often wanted to find out more about the places I was visiting but couldn't. Don't think about planning air, or train travel using your iPad - safer to use a Hotel business centre , their internet seems less "plugged" .
• As far as the big cities go the coverage in and around Xian (thats where the Terracotta Soldiers are) isn't very good . 

Macau

• The good news is my on contract phone worked, the bad news for some unknown reason Macau is Zone 3 , data was four times as expensive and as it transpired after I had forked out an exorbitant sum for the data the network is so useless you can barely use it. 
• I can't speak for prepay but I can say that the SIM my wife got for her prepay phone in China didn't work in Macau 
• See comments above in regard non- functionally of mail apps 

Hong Kong 

• Good news is both NZ pre-pay and On Contract work fine, 3G coverage is good and most apps seem to work - its Zone 2 as far as data goes.

Singapore

• On Contract worked fine although the only provider my phone would talk to had very poor 3G or any G coverage 
• Its Zone 2 so the same data pack that worked in China and Hong Kong worked for me here.
• I can't speak for prepay - my wife managed to misplace her NZ SIM some where in China - and a cautionary tale there - SIMS are very tiny and very easy to loose. 

Other travel phone tips

• I found there was far better free Wifi available at airports, train stations and hotels than you ever see here in NZ - except Macau where if they can't get your money in the Casino they will charge you for it in a hotel room . Everywhere else free all you can eat .
• Turn off wifi and bluetooth the second you leave the Hotel - your phone battery will last a whole lot longer which can be important as I found that Google maps worked most places if slowly and thats handy when you come out of a subway completely disoriented - its bad enough that the sun is in the south !! 
• There is no phone etiquette in China , Hong Kong or Macau so feel free to stand right behind people and shout into your phone for an hour while you are queuing for , well, practically everything .
• See comment about about keeping a track of SIMs !!
• You can't get your voice mail without a PIN, never needed in NZ with a direct phone call - I set mine in 1997 when I got my first cell phone so naturally I could not remember it - memo to self find out what it is !! 
• Try and figure out a way to minimise your incoming calls from home you pay $1 a minute on top of what ever it costs your caller .

Otherwise all things considered my On Contract Iphone - on their cheapest plan BTW worked pretty much better than I thought it might and pretty much 24/7.