When I was a kid I was drawn to NYC by the little hole in the wall restaurants, delis, coffee shops, funky stores. All owned and frequented by colorful local people. Technically these things still exist but they're mostly corporate chain versions of what used to be there. The unique experiences that the city still has to offer are too expensive and exclusive to be accessible.
Ironically, if I want unique food or local weirdness nowadays, I can find more of it in my lame hometown than I can in most cities.