New York was one of those places I never wanted to go. But we stopped off for a few days there on the way to Toronto a few years ago and I loved it.
If its just you and the Mrs, and you are on a budget and have the nerve something like
http://www.hotwire.com can (usually but not always) save you money on hotels. I guess you'd need the cash up front though, but I'll describe it for future reference anyway.
What it is is you state your destination and checkin/leaving date and it returns a number of hotels, star rating and their facilities. BUT they don't tell you the hotel name. So its a gamble of sorts.
However sites like
http://www.betterbidding.com/index.php?showforum=254& give help tracking down which hotel is which. Research, research, research. See what the travel agent price/direct price would be. Once the hotel is booked and paid for you are committed and the hotel name is revealed. No money back. So make sure you put the right dates in and have a bloody good idea that its a good deal/hotel. I would assume the cheaper prices are had a bit closer to departure, who knows.
Sounds a lot of faffing but can be rewarding.