things have changed dramatically the past 2 years regarding authentic asian places in auckland. used to be that you see "food or lunch bars" run by chinese folks. these are typically greasy food joints that sell anything fried- fish n chups, kumara (sweet potato), hamburgers, new zealand hotdogs (don't expect the american sort), potato fritters, corn fritters, mussels, oysters etc...best to avoid these joints as long as you want your arteries free from cholesterol plugs.
with a dramatic migration flow from southeast asia, auckland is now a mini- singapore when it comes to asian food choices.
malaysian- no one can beat Max Cafe ( foodtown complex, dominion road, mt eden) which is a little bit out of way from the city. 5-10 minute cab ride from the city centre to the ethnic neighborhood of dominion road. if you are lost, just ask for the Foodtown supermarket complex along dominion road. incredibly authentic malaysian and chinese foodplace. no pretensions, just a filling station. so far, all the stir fry noodles are heavenly, bursting with flavours, generous portions and quite cheap! make sure you also try the laksa which is divinely created. their cooking has been consistent but the service is as expected ( fast and impersonal) in a "filling station".
2 food courts worth checking for their malaysian fare is in Food Alley ( bottom of Albert street, downtown auckland) and Mercury Lane ( just off the notorious K rd). In Food Alley, there are only 2 Malaysian places called Malaysian noodles and Malaysian kitchen. In Mercury Lane, try Albert's place for their stir fry noodles ( 3 sorts) and the one across, Singapore-Malaysia Food also for their stir fry noodles. Both are excellent. But not as consistent as Max Cafe.
Japanese food- auckland has sushi shops in every major street corner. fish is everywhere in this part of the world but you still have to be careful about quality. contrary to what emily said, the St Pierre (everywhere, particularly in malls) chain of Sushi is fantastic for the price you pay. the salmon is always fresh and cheap. you see them prepare it in front of your eyes and i never had problems with quality (for the past 2 years). a neighborhood secret is a restaurant called Nishiki (Wellington street, Freemans bay). not a secret anymore since i mentioned it in chowhounds. mobbed by the local japanese folks, nishiki specialises in grilled or barbecue fare- from fish, chicken, pork, portobello mushroom stuffed with chicken mince (my favorite). however, their sushi and sashimi are also divinely delectable. the prices are reasonable too...students hang out there for food ( a good gauge of pricing).
chinese- i agree with emily. empress garden at the end of jervois road takes the prize as the best chinese restaurant in auckland. not to be missed are the peking duck (have to order the day before) and the sesame prawn which melts in your mouth. ask the hostess for her recommendations.
another chinese restaurant (or hole in the wall to be precise) is canton cafe in new north road, kingsland. lower your standards when you are here because once you enter this joint, you are transported to the bowels of kowloon. ask for the spicy squid. their stir fry noodles and most things are excellent. the hapuka fish with sharsiu sauce can be heavenly (if the fish is fresh- so make sure it is). as usual, the prices here are rock bottom.
the best wontons are in the Mercury Lane food plaza off K rd. go to the Chinese Cuisine stall and wait for 5 minutes. they serve it in a noodle soup or dry noodle. if you are in a ravenous mode, add beef brisket or roast duck with the wonton. not to be missed in this joint is their consistently orgasmic crispy chicken.
i can go on forever, but i am starving now after all this writing...