It's a bit of a pain for me to get to MicroCenter (about an hour one the train), but it has always been useful for me when I'm in a pinch.
When I visit my parents in Orlando, there's a smaller place called "Skycraft" which has a lot of low-level components, but I haven't been able to find an analog to it in NY just yet. Do you know of any?
Allstate Electronics - Jamaica Queens - Old school distributor, has basically every electronic component under the sun.
If you head out to NJ, there's a couple big shops as well (Wayne Electronics, Green Brook Electronics) but they're not transit-accessible or closer to the city.
I don't want them to go out of business too!
Unfortunately, I haven't had a single good experience. Many issues were smaller things, but the single most upsetting was the time I found what I wanted (after being ignore by sales reps for awhile) only to be swarmed by reps trying to put their stickers on the box to get a commission while I walked to check out.
And then people wonder why my first instinct to buy anything is to go online and have it shipped to me.