I'm currently in New Zealand. There is Australian Vegemite (bleurgh), Marmite, Promite and "Our Mate". Marmite (made by Sanatarium and owned by the Seventh Day Adventist Church) is similar to Vegemite, but quite sweet. I haven't tried Promite, but it's got even more sugar (about 20%), and is therefore an abomination unto mine eyes. UK Marmite, made by Unilever, is sold as "Our Mate" over here, and is about three or four times the price of the other stuff.
I've gotten used to Sanatarium Marmite, but might get a jar of the spendy stuff for old time sake.
As far as UK supermarket brands go, we quite liked the Morrisons one, it was quite thick and similar to old-style Marmite (which I think is now sold as Marmite XO).