I recall learning that Tasmania had a fort built to protect it from potential Russian annexation. But what about the fertile south east and south west of the continent? Why weren't the Germans for instance interested?
It is recorded that the French did appear interested in the land - one example of this is the rather dramatic arrival of French captain La Perouse in Sydney. He was well received and cared for, but the governor of the colony at the time ordered an almost ragtag band of around 20 men to claim Norfolk Island to prevent any potential French foothold from there.
The French were also later interested in the early 1800s. Nicolas Baudin was an explorer who charted the West Coast of Australia. However, the British suspected that this expedition was less scientifically minded and more poised to provide maps to Napoleon in a potential French capture of the colony at Sydney Bay during what would be an inevitable war. In response to this, there was a relatively large operation by the British to establish two new colonies in Tasmania - then called Van Diemen's Land - and near what is now Melbourne to prevent any justified claim to Australian territory by France. These heightened tensions between the two countries even further (especially considering that Britain had been fighting again the French during the revolutionary wars) and soon after, the UK and France were again embroiled in war (the Napoleonic Wars, though of course they weren't a direct result of colonial ambitions). Once these colonies grew - and they did, what with the gold rush and penal colony system - there was no hostile European power with the motivation or resources to hold them whilst fighting off the Royal Navy.
As for the Dutch, whilst they were the first there, they were more interested in profits for the Dutch East India Company than what would be risky colonies far from established trade routes. The Dutch Explorer Jan Carstensz described the Aborigines as poor and resentful people - "utter barbarians" - who had no knowledge or recognisation of precious metals or spices, which were the primary driving force of Dutch expeditions in SE Asia at the time.
In regards to the Germans, the Confederation was formed in 1815 and that was a very loose association which kind of collapsed quite soon after that. Germany was formed in 1871, long after the heyday of colonisation and exploration. Their most substantial colonies were in Africa during the Rush.
Edit: it's been brought to my attention that an early French explorer, Marc-Joseph Marion Dufresne, apparently claimed Tasmania for France. However, I can't find a source that backs this up (if anyone knows of a reliable one, I'll put it in). Any edits you see will probably be to correct a typo or to add a source below.
Good sources/reading material: What brought LaPerouse to Botany Bay? - Robert J King
The Brutal Truth of the First Fleet - David Hill (more focused on the British expedition)
Journal de LaPerouse: note I have not read this but it is a primary source and referenced by Robert King in the above article.
French Designs on Colonial New South Wales: François Péron's memoir - again, haven't read this, but it does contain primary sources indicating that Baudin (or rather, Peron!) was assessing the strategic characteristics of the colonies at the time and speculating on invasion plans. Here's a decent article on it.
Journal of Jans Cartensz - quite a good read. Here is the translation. The page for the quotes about the Aboriginese would be pg. 30-31 of the pdf. Note that I just tried to capture the gist of what he was saying with my quotes above.