I live in nyc, and I dont go there, but you should probably stop in times square just to check it out. Also, Grand Central is a pretty cool building with the constellations on the ceiling. If you go down bleecker street near McDougal you will always find free comedy shows or live music. Chinatown is fun for a few hours.
If you are in nyc on a Thursday night, go to Puck Fair - its a bar on Lafayette street right below Houston Street (F-train to Broadway-lafayette or 6-train to Bleecker). On skydiver Thursdays Pauli from the Ranch bartends at the downstairs bar. Tell him you jump and he'll make sure you have a drink in your hand all night.