Hey Nish
New York is a blast. Closest thing I've seen to a definition of the word "city". You hear a hundred languages spoken around you as you walk down the street. It's faced paced, very tall.... perhaps a bit imposing which is why I'm still a little more partial to London.
The city is very walkable but you can hop in a taxi and it's not too expensive. The subway (i.e. underground, tube) takes a bit of figuring out, but it works all hours so you can always get around cheap.
Grego's listed all the must-see things to visit, except for maybe the Metropolitan Museum of Modern Art (aka Moma), Harlem (most of it is not as dangerous as people make it out to be), Brighton Beach (aka little Russia. it's a bit far... ok, maybe only intersting for Rusophiles
), Coney Island if you like amusement parks.
The shopping is actually quite good. Aside from the big department stores like Macy's and Bloomingdales, all the major European designers have flagship stores in NYC. The Prada store, for example, cost a small fortune to build and is interesting to visit just for the design. It's in the former SoHo branch of the Guggenheim museum. (I almost bought a shirt there... almost!). Unfortunately, the best stores to visit are not quite as concentrated as in some parts of London. Sales tax, while not refundable on departure, is a lot cheaper than UK VAT. The US in general is a great place to get inexpensive basic clothing (I just got back from Xmas with a load of t-shirts, socks, and ties
) but you'll also find better fashions there.
Clubbing is a mixed bag. Some friends and I went to a place called Webster Hall back when it first opened in the early 1990s and it was one of the best club nights out I've had ever. Fun and mayhem. Went back to the same place with my brother and the missus in '98 and it was crap. Half of New Jersey must have been there!
When the missus and I went for New Years '04, we went out one night to a small club and accidentally stumbled into a back room where they had an open mike rap night. I generally hate rap. I loved that evening... university-aged white boys with rhythm improvising poetry over a live 3-piece band, joined by young ladies with jazz be-bop singing styles. It was like a poetry reading with music. Great stuff... NYC is full of little gems like that.
We went to a club called Centro Fly for NYE. Wasn't impressed with the design but the music was decent (Jimmy Van M headlined with some good progressive sounds). I did not find the crowd that night restrained... but the design of the club wasn't conducive to building atmosphere (except in a hard-to-access back room which was hopping but too crowded).
Twilo always gets mentioned among the clubs. Of course, you've got the NYC Pacha too. I wish I'd done more clubbing there, to be honest, but you're moving around so much in the day that it takes a bit out of you. The 3am drinks cut off is a travesty... unless you find a "private party" which is basically a club or bar where they shut the doors and keep serving.
Just a few thoughts. If I can think of anything else I'll post tomorrow.
Edit: The missus has some sources in NYC who say the best clubs at the moment are Cielo, Crobar and Pacha.