You probably tripled your living costs and taxes too. I also moved from Dallas to NYC, so can't argue, but it's not apples to apples.
Number 1 is relevant for many many people: Any pre-existing loan. Student loans, car loans, etc. It won't change, and you'll have more money to pay it off.
On the same thought train, while cars sell for different prices in different places, they do not double or triple. Not even close.
Edit: However, the people in Dallas are the nicest I've met. Really miss southern hospitality compared to here, where everyone thinks I'm hitting on them for being so outgoing...
As far as taxes are concerned, they're higher, but in both places state and local taxes were a pretty small percentage of our outlay anyway. It's a bit hard to compare because the state income tax and higher property taxes are offset by lower sales tax (with broader exemptions) and less direct-billed government services.
2. Even if triple was correct, since the living expenses are not 100% of your pay in either case - you're still better off living in NYC in terms of savings - I hope you can do the math to see this.
Even if entirely true (which is not immediately clear - does the car or phone or laptop cost triple in NYC?), that is by itself a great deal.