Oh yes folks, I have indeed done the tour, or some of it at least. The official self-guide tour book is The Lord of the Rings Location Guidebook by Ian Brodie. Even it doesn’t cover every location from the three films, but it certainly has many.
Having done some of the sites I feel I am well placed to offer some general advice up front. You will, for instance, need a car, a 4×4 ideally, especially if you want to visit all these places yourself (rather than take a tour). By and large they are well off the beaten track, not sign-posted and serviced by a rough (gravel is a luxury) road. You would benefit from a GPS unit, as some of the locations are difficult to identify precisely without it’s help (or you can just take a guess like me). For a look at what I did the trip in, you can see a pic of my car (aka “Stella”), which cost me a whole NZ$600.
Each location (that I’ve visited) also has an overall rating, an access rating and a vehicle recommendation so you can determine if it’s worth going or not, or even if you can. Below I have listed the locations in the guidebook, each of which links to my own review. I didn’t visit them all, but even I have views on those that I didn’t as well. They’re listed by both book location and physical location to make them easy to find. If they have a little icon, they’ve got pictures too!