Public Transit is the way to go. If you're in Manhattan, take the train from Penn Station (MSG) to Penn Station in Newark. Should be about 20 minutes. The arena is a relatively short walk from the station.
I've had nothing but positive experiences at the Prudential Center but have not hung out at the bars or any other areas around the arena. It's always been straight to/from the game. Last year my wife and I had club seats and sat in the same section as the whole Gaudreau clan. What a friendly bunch. Johnny's dad and I talked hockey for pretty much the entirety of both intermissions. Great guy.
I typically wear a retro Fleury sweater, so there's a little bit of anti-New York ribbing now and again, but for the most part it gets complimented on. Calgary isn't looked on as a rival obviously, so the fans don't really care who you're cheering for.
Enjoy!
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