  We present a detailed experimental study of bulk and powder samples of the
Heusler shape memory alloy Ni$_2$MnGa, including zero-field static and dynamic
$^{55}$Mn NMR experiments, X-ray powder diffraction and magnetization
experiments. The NMR spectra give direct access to the sequence of structural
phase transitions in this compound, from the high-T austenitic phase down to
the low-T martensitic phase. In addition, a detailed investigation of the
so-called rf-enhancement factor provides local information for the magnetic
stiffness and restoring fields for each separate coordination, structural,
crystallographic environment, thus differentiating signals coming from
austenitic and martensitic components. The temperature evolution of the NMR
spectra and the rf-enhancement factors shows strong dependence on sample
preparation. In particular, we find that sample powderization gives rise to a
significant portion of martensitic traces inside the high-T austenitic region,
and that these traces can be subsequently removed by annealing.
