Unfortunately we had to do the whole things ourselves including visa, my partner was sponsored for a 457 and as part of the deal for a higher day rate that he negotiated we needed to sort out everything ourselves including visa (we could have gone to an independant immigration agency but didn't want to spend the $2,000 for this).
I'm not currently working so it's not been so bad apart from the cost but wouldn't advise anyone who needs to get straight into work to have to do it all without some support.
We also did the whole move from decision to leave the UK to arriving in Oz in only a month, it was crazy and again something that I wouldn't advise unless you have a very simple life and no commitments to wrap up back home.
Our biggest cost saving has not been having a car, as we are living commutable to my partners office and public transport is very good in Melbourne. This is a huge difference to our life in the UK and is saving us quite a bit.