Via the Cool Tools weblog I came across library nerd nirvana in the form of WorldCat. This Beta aims to let you search the catalogues of 57,000 libraries to find the closest library that holds the book you seek.
I had a quick zip around it, and I'm guessing that a few more libraries in Oz need to get on the bandwagon before it's much use to us. I looked up David Allen's "Getting Things Done" and it returned two Australian results - both Queensland libraries which doesn't help me much here in Melbourne.
I also entered several more obscure Australian authors (Larissa Hjorth and Cameron Rogers, both of whom I know have titles in Australian libraries including the National Library in Canberra) and the search found their books in overseas libraries but no Australian libraries.
In the meantime, I guess one helpful thing we can do is tell our local libraries they should be participating with World Cat by sending them here.
WorldCat - search 57,000 libraries [Cool Tools]