Natural History Museum is AMAZING.
30 Rock does have an amazing observation deck, and if you go first thing in the morning there are NO LINES.
The Subway is awesome- fast, easy to use and cheap. Just avoid rush hours, if you can.
If you want to go to a show, hit up the TKTS booth in Times Square for cheap, same-day tickets. They just don't have the super-popular shows (Wicked, Phantom, etc). The booth opens mid-afternoon (like, 2 or 3), and the lines move pretty fast, but try and get there about 2:30 or 3.
Do not eat food from the carts on the sidewalk, unless you want to spend the rest of your trip in the bathroom.
Don't take the ferry to the Statue of Liberty, it's overrated. If you want to get close, a tour of the harbour will get you good photos.
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