Lima is a good venue for NZ - near sea level and moderate in November at 20 to 22 degrees and dry.
The Estadio Nacional stadium has a similar capacity to Westpac at 39,305 spectators, not including boxes (official Peru FA information after stadium reconstruction 2011). In practice the capacity is now 38,700.
The biggest crowd for this World Cup qualifying round was 38,700 vs. Brazil in November last year.
There is a much bigger stadium in Lima, the Estadio Monumental, with a capacity of 80,093 but it is rarely used for internationals (not at all this World Cup cycle) despite only opening in 2000. It's now the biggest stadium in South America since the Maracana in Rio was reduced to 78.838.
There's even a second stadum in Lima bigger than the Nacional, the Universidad San Marcos with a capacity of 43,000.