Guys, I believe when we say West, we mean principally North America and Western Europe. "West" defines a certain lifestyle, culture and ideology, i.e., democracy, capitalism (for the most part) and freedom of thought and religion. It's a combination of geography and lifestyle. This means Mexico is a western country. So are Caribbean countries, obviously the U.S., Canada and all of Western Europe. South America's questionable, meaning I've not really seen those countries referred to as "western" in the press, but they very well could be.
Africa and Asia are definitely not western countries, because the culture and lifestyle are completely different, without judging. However, countries can be "westernized", or strongly influenced by the west, like Japan and much of Asia, while still retaining some aspects of their culture.
As for Australia and New Zealand, I don't believe they are classified as western countries per se, but they definitely have a western culture and way of life. I'm really not sure what the correct category for this region is.