I've always felt that Melbourne is a great place to find that peculiar old-school, living-in-a-garret artistic integrity, and that's always been a great draw. If nothing else, it is a great originator of those DIY projects that stand out in urban conformity, and where a lot of great artists get started. What gets me about Zines is the usually bare-bones constraints of the artistic tools used. You get the Henry Ford choices in print colour, If you want images included, get ready with the scissors, or, just as awesomely, scrawl them out with a biro. The text might have been hammered out on a typewriter, MS Notepad, or Word if they're feeling posh.
Here's a review of one place dedicated to the movement.