New Zealand is the best country in the world for budget transparency, according to the International Budget Partnership's Open Budget Survey 2012 [PDF]. Its something we take utterly for granted, but its also very, very important. The government stating openly how it intends to spend its money is vital to both preventing corruption and holding them accountable.
However, its not all rosy. The survey also included questions about public participation in budget processes for the first time, and we don't do so well here. Neither do most other countries, and we are in the second tier (behind South Korea, the only country which does do this well), but its still a bit of a blow. We can, and should, do better in this area.
The raw survey data can be accessed here.