A great time. Highlights:
Royals vs. Yankees at Yankee Stadium. The Royals lost, but it was worth it to further amplify my hatred of the Yankees. The Yankees TV broadcast was playing in the hall, and the first bullet they flashed on the screen was that the Royals were "bottom of the barrel." That hasn't even been close to true for over two months. It sucks when the big guy doesn't even respect you enough to do research. Unfortunately, the Royals played like they believed it.
Chinatown. We ate there three times and we never dropped more than a $20 bill. I had a plate of barbecued pork and rice for $3.50 at Eastside Wonton House. After a great recommendation from Gone Mild Jr., we had soup dumplings at Joe's Shanghai. Unbelievable.
Entertainment variety. In five nights we saw a Broadway show (the very good Drowsy Chaperone), an 80's cover band, the Dave Brubeck Quartet (who can still play despite being somewhere around 300 combined years of age), a great Radiohead cover band, and a show of Chinese performers of all kinds. The grand total cost for all of that entertainment was less than $100 for two people.
Ellis Island. The boat ride out to the island is not for the feint of stomach on a windy day, but the exhibits on the island are great. If you aren't awed by the degree to which this country was built on immigration, you are either in self-denial or you must still be sea sick.
Architecture. Maybe it's some sort of psychological issue, but I find really tall buildings to be awe-inspiring. I'm also an art deco fan, and New York has examples almost as fine as those right here in KC.
Central Park. We spent an entire afternoon in the park and never left it's lower third.
Times Square. If you want to see why people hate tourists, go to Times Square. Anytime.
Neighborhood streets. Greenwich Village, the Upper West Side, and Prospect Park in Brooklyn were three places where you just got the feeling that you can live a more leisurely pace in the middle of millions of people.
Lots of other stuff that I'll probably remember and possibly append later.