Problem setting up shipping zones

[gumboot]

Help anyone.....
I want to set up my store so that local orders are charged one price, the rest of the province another charge, the rest of the country another charge, the USA another charge and the rest of the world another charge.
How do I go about this? Do I set it up in zones or would I do better to use an add on such as region tables?

Thanks, DArren

[vagrantweb]

I also need to charge local customers a different shipping cost than those in the rest of the province.