very common here in NZ. 2 main ways it is used would be the dizzy slightly dopey hair flicking NZ equivalent of a valley girl. Somewhere in that sentence would be the word 'like' as well. "Like omigod he was sooooo hot in that movie"
Or, one of absolute shock and exclamation. "Oh...my...god". An extreme example of this would be any friends episode with the character of "Janice" waving her hands in front of her yelling it out (it was an ongoing gag with that character). By shock, I don't mean shock from something terrible happening but rather shock from something slightly ridiculous - like I dunno, a 50% off sale at a shoe store.
In addition to the above two I would say it's used in emails and texts a lot. OMG - omigosh or omigod being the common abbreviation.
While I would say that the first two uses tend to be primarily female, I am not sure the usage of 'OMG' necessarily is.
That's my purely anecdotal view of it anyway.