Since that 2006 trip I have learned a few things, including that penguins also reside in Australia. My sis and I travelled to Melbourne when she came to visit in early 2009, and we went to see the Penguin Parade on Phillip Island. It was fantastic! I would totally recommend it.
Pam and I were not allowed to take photos of the penguins because the flash in the dark harms their little eyeballs, so we bought each other cute stuffed ones instead:
If you do go, "rug up" or dress warm, because sitting on the wooden risers in front of the water, waiting for tiny penguins, gets chilly. We bought ourselves the visitor packs with a foamy to sit on and a fleecy blanket. The blanket is still in use (it's been cold lately!) and reminds me of a happy trip with my sister. And penguins, of course.