Hey,
Yeah as Nicolai says, Baring Head is probably your best bet for bouldering around Welly, for more directions and an idea of what type of climbing it is try http://www.cactusclimbing.co.nz/powerband/guides/baring.html. Theres a few bolted routes there too but is largely boulders. As the site says, be a bit wary of when you go, purely as if theres a decent southerly blowing it is like having the back of your legs sand blasted.....
Furthur around the coast is another real up and coming bouldering area which is receiving alot of attention, Turakirae Head, access takes a bit longer but seems well worth it for the problems they have there, again the same site provides a bit of a guide as to what there which is quite sweet http://www.cactusclimbing.co.nz/powerband/guides/topos/turakirae/one.htm
Both are awesome and in close driving distance to welly, you can camp there but be wary of leaving important stuff in your car at the carpark, theres not much to do in Wainui at night....
have fun - Kate :)