22LR is a great place to start out - just make sure you get a good rifle with a great trigger.
22LR can be practiced at smallbore clubs (Manakau Sporting Rifle Club would be an excellent start).
22LR ammo is cheap and the rifles much cheaper than centrefire competition rifles. This allow you to spend more on a decent scope and more on ammo for trigger time.
22LR can be shot on the NZDA 100m and 200m ranges. At distances past about 75m the wind gets really interesting and even more so at 200m and further - this'll teach really good wind fundamentals.
With some travel there are 22LR practical rifle matches in the North Island (and in the South Island if you want to travel further). There is even a IPRF World Champs coming up in the UK next year.
You can shoot them further than 200m - the Section22 matches down south regularly have a 300m+ target included.
Centrefire long range is more expensive to get into. If you get to any level of serious about it you will want / need to get into a custom reloading set up. NRA / Fullbore at Clevedon would be an excellent start. Full bore will teach excellent fundamental shooting and wind skills. With thse sorted you could move into the "PRS" or practical rifle matches with a higher degree of confidence.
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