Easy solution: live with roommates. Cohabitation isnt the ultimate indignity, people are choosing to spend $2500 or more when they could spend less than half that. Even in Manhattan you could live uptown and pay less than that living alone, and be able to catch an express train downtown during the week. With a roommate your rent might even be sub 1k.
I know plenty of yuppies living beyond their means, spending $3000/mo on tacky "luxury" apartments, without much leftover even for things like $4 coffees. Cant say i feel too bad for them.
Or live alone somewhere far from the city center. Get a dumpy apartment in Worcester or Hoboken or [insert cheap city near your metro] and spend a couple hours on the train. Wont be fun but you sure wont be spending 2.5k on rent.