Here at New Zealand we call them crayfish, but their real name is southern rock lobster, red rock lobster or spiny rock lobster (Jasus edwardsii, see the Wikipedia article). I do not collect them for food so don’t know where to find them. If you want to observe them, marine reserves are a good place for start. For Aucklanders that means either Goat Island or Tawharanui peninsula.
I’ve made this picture near Goat Island. Instead of crossing the channel I followed the coast to the right side of the beach, under the marine laboratory. The coastal rocks there have plenty of cracks and small caves that lobsters love. Bigeyes are another common inhabitant of those dark places.