In New York you walk!

And ride the subway
Not everyone will agree, but the best way to explore New York is to go on foot.

Pick the neighborhood you want to visit, take the subway there and walk around. As of this writing, it is safe and still the fastest way to get there. Therefore, comfortable shoes or sneakers and a Metrocard are a must!

Cool tool to avoid getting lost (door-to-door subway and bus directions): HopStop.