The crystal structures of Ni$X_2$(pyz)$_2$ ($X$ = Cl (textbf{1}), Br (textbf{2}), I (textbf{3}) and NCS (textbf{4})) were determined at 298~K by synchrotron X-ray powder diffraction. All four compounds consist of two-dimensional (2D) square arrays self-assembled from octahedral NiN$_4$$X_2$ units that are bridged by pyz ligands. The 2D layered motifs displayed by textbf{1}-textbf{4} are relevant to bifluoride-bridged [Ni(HF$_2$)(pyz)$_2$]$Z$F$_6$ ($Z$ = P, Sb) which also possess the same 2D layers. In contrast, terminal $X$ ligands occupy axial positions in textbf{1}-textbf{4} and cause a staggering of adjacent layers. Long-range antiferromagnetic order occurs below 1.5 (Cl), 1.9 (Br and NCS) and 2.5~K (I) as determined by heat capacity and muon-spin relaxation. The single-ion anisotropy and $g$ factor of textbf{2}, textbf{3} and textbf{4} are measured by electron spin resonance where no zero--field splitting was found. The magnetism of textbf{1}-textbf{4} crosses a spectrum from quasi-two-dimensional to three-dimensional antiferromagnetism. An excellent agreement was found between the pulsed-field magnetization, magnetic susceptibility and $T_textrm{N}$ of textbf{2} and textbf{4}. Magnetization curves for textbf{2} and textbf{4} calculated by quantum Monte Carlo simulation also show excellent agreement with the pulsed-field data. textbf{3} is characterized as a three-dimensional antiferromagnet with the interlayer interaction ($J_perp$) slightly stronger than the interaction within the two-dimensional [Ni(pyz)$_2$]$^{2+}$ square planes ($J_textrm{pyz}$).