I am a Kiwi but am also an Aussie citizen. When people here ask me where I'm from I've been saying NZ because the Aus government has been so horrible I've been ashamed and embarrassed. Now we've finally got a less embarrassing govt I could admit to my Aussie citizenship but I feel like I should continue to give NZ the credit.
Yes, I'm an Aussie citizen too, and still manage to hold two passports.
I hope if Aus becomes a republic in the future I won't have to give away my British one.
While I still have my mum, sister and niece in England, I'll always consider myself English. When I'm here and going back to the UK for a holiday, I still say I'm going home, and when I'm there and returning back I say I'm going home. In fact, I usually can't wait to get back here!